ExerciseBuilder Class Reference

Public Member Functions
	ExerciseBuilder (const OptionData &optionData, const std::vector< QuantLib::Leg > legs, bool removeNoticeDatesAfterLastAccrualStart=true)
QuantLib::ext::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
QuantLib::ext::shared_ptr< QuantLib::CashFlow >	cashSettlement () const
QuantLib::ext::shared_ptr< QuantLib::CashFlow >	feeSettlement () const

Constructor & Destructor Documentation

ExerciseBuilder()

ExerciseBuilder	(	const OptionData &	optionData,
		const std::vector< QuantLib::Leg >	legs,
		bool	removeNoticeDatesAfterLastAccrualStart = true
	)

TODO removeNoticeDatesAfterLastAccrualStart is only there for backwards compatibility, we should remove it at some point and handle such notice dates in the callling code as appropriate. If the exercise style is American the flag is set to false always internally.