Rebated exercise. More...
#include <ql/rebatedexercise.hpp>
Inheritance diagram for RebatedExercise:Public Member Functions | |
| RebatedExercise (const Exercise &exercise, Real rebate=0.0, Natural rebateSettlementDays=0, const Calendar &rebatePaymentCalendar=NullCalendar(), BusinessDayConvention rebatePaymentConvention=Following) | |
| RebatedExercise (const Exercise &exercise, const std::vector< Real > &rebates, Natural rebateSettlementDays=0, const Calendar &rebatePaymentCalendar=NullCalendar(), BusinessDayConvention rebatePaymentConvention=Following) | |
| Real | rebate (Size index) const |
| Date | rebatePaymentDate (Size index) const |
| const std::vector< Real > & | rebates () const |
Public Member Functions inherited from Exercise | |
| Exercise (Type type) | |
| Type | type () const |
| Date | date (Size index) const |
| Date | dateAt (Size index) const |
| const std::vector< Date > & | dates () const |
| Returns all exercise dates. | |
| Date | lastDate () const |
Additional Inherited Members | |
Public Types inherited from Exercise | |
| enum | Type { American, Bermudan, European } |
Protected Attributes inherited from Exercise | |
| std::vector< Date > | dates_ |
| Type | type_ |
Rebated exercise.
in case of exercise the holder receives a rebate (if positive) or pays it (if negative) on the rebate settlement date