Public Member Functions | |
ExerciseBuilder (const OptionData &optionData, const std::vector< QuantLib::Leg > legs) | |
boost::shared_ptr< QuantLib::Exercise > | exercise () const |
const std::vector< QuantLib::Date > & | exerciseDates () const |
const std::vector< QuantLib::Date > & | noticeDates () const |
bool | isExercised () const |
const QuantLib::Date & | exerciseDate () const |
boost::shared_ptr< QuantLib::CashFlow > | cashSettlement () const |
boost::shared_ptr< QuantLib::CashFlow > | feeSettlement () const |