Re: [Quantlib-users] convertible bond class - scheduled events

[Adjriou B. <bad...@ya...>]

Hi Joseph,
 
Sorry that I did'nt anwser, I was in vacation, could you send me the ConvertibleBond classes , it woulld be easier to start to work on what you asked me (the schedule for the schedule ) or tell me where I can get it (I can't access to wiki website ?) 
 
see you

Joseph Wang <jo...@co...> a écrit :
Hi Adjriou!!!!

Something that you could look at is how QuantLib handles events such as 
dividend payments and callability schedules. The place to start looking 
is in the ConvertibleBond class which has some work Tboafo did on 
callability schedules and dividend schedules and the work on option 
pricing engines. Also take a look at the schedule classes.

It seems to me that there ought to be a unified framework for handling 
events, but it isn't clear to me how this would work. If you could 
think about the design and lead some discussion on it, it would be most 
useful.

One thing that sort of bothers me is that in the option classes refer to 
dividend's but the options don't have dividends, they are options on 
stocks with dividends.



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