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Reference manual - version ored_version
Public Member Functions | List of all members
ExerciseBuilder Class Reference

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