public option(ConvertibleBond bond, Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, Handle <Quote> creditSpread, List <CashFlow> cashflows, DayCounter dayCounter, Schedule schedule, Date issueDate, int settlementDays, double redemption) : base(new PlainVanillaPayoff(Option.Type.Call, (bond.notionals()[0]) / 100.0 * redemption / conversionRatio), exercise) { bond_ = bond; conversionRatio_ = conversionRatio; callability_ = callability; dividends_ = dividends; creditSpread_ = creditSpread; cashflows_ = cashflows; dayCounter_ = dayCounter; issueDate_ = issueDate; schedule_ = schedule; settlementDays_ = settlementDays; redemption_ = redemption; }
//public class engine; public option( ConvertibleBond bond, Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, Handle<Quote> creditSpread, List<CashFlow> cashflows, DayCounter dayCounter, Schedule schedule, Date issueDate, int settlementDays, double redemption) :base(new PlainVanillaPayoff(Option.Type.Call, (bond.notionals()[0])/100.0 *redemption/conversionRatio), exercise) { bond_ = bond; conversionRatio_ = conversionRatio; callability_ = callability; dividends_ = dividends; creditSpread_ = creditSpread; cashflows_ = cashflows; dayCounter_ = dayCounter; issueDate_ = issueDate; schedule_ = schedule; settlementDays_ = settlementDays; redemption_ = redemption; }