struct Price {
 enum Type {  Dirty, clean };
};
struct Dividend {
 enum Type { Cash, Yield };
};
 
Class ConvertibleBond: public Bond {
public:
 ConvertibleBond( Real  conversionRatio,  
                  Volatility  volatility,
                  Real  underlyingPrice,
                  Spread  creditSpreadRates,
                  Price::Type  callType,
                  Dividend::Type  dividendType,
                  const vector<Real>& dividendInfo,
                  const vector<Real>& callSchedule,
                  const vector<Real>& putSchedule,
                  const Handle<YieldTermStructure>& riskFreeRate,
                  const Date& issueDate,
                  const Date& datedDate,
                  const Date& bondMaturityDate,
                  Integer settlementDays,
                  Rate coupon,
                  Frequency couponFrequency,
                  const DayCounter& dayCounter,
                  const Calendar& calendar,
                  BusinessDayConvention convention,
                  Real redemption = 100
                 );  // constructor
    
 virtual ~ConvertibleBond();
 virtual Real conversionRatio() const;
 virtual Volatility volatility() const;
 virtual Real conversionPrice() const;
 virtual Real cvBondMaturity() const;
 virtual Spread creditSpreadRates() const;
 virtual Handle<YieldTermStructure>& riskFreeRate const;
 virtual vector<Real>& dividendInfo() const;
 virtual vector<Real>& callSchedule() const;
 virtual vector<Real>& putSchedule() const;
private:
 Real conversionRatio_,underlyingPrice_,cvBondMaturity_;
 Spread creditSpreadRates_;
 Volatility volatility_;
 vector<Real> dividendInfo_, callSchedule_,putSchedule_;
 Price::Type  priceType_;
 Dividend::Type  dividendType_;
 const Handle<YieldTermStructure>& riskFreeRate_;        
};