RebatedExercise Class Reference

Rebated exercise with exercise dates != notification dates and arbitrary period. More...

#include <qle/instruments/rebatedexercise.hpp>

Inheritance diagram for RebatedExercise:

Public Member Functions
	RebatedExercise (const Exercise &exercise, const Real rebate=0.0, const Natural rebateSettlementDays=0, const Calendar &rebatePaymentCalendar=NullCalendar(), const BusinessDayConvention rebatePaymentConvention=Following)
	as ql ctor
	RebatedExercise (const Exercise &exercise, const std::vector< Real > &rebates, const Natural rebateSettlementDays=0, const Calendar &rebatePaymentCalendar=NullCalendar(), const BusinessDayConvention rebatePaymentConvention=Following)
	as ql ctor
	RebatedExercise (const Exercise &exercise, const std::vector< Date > &exerciseDates, const std::vector< Real > &rebates, const Period &rebateSettlementPeriod, const Calendar &rebatePaymentCalendar=NullCalendar(), const BusinessDayConvention rebatePaymentConvention=Following)
	ctor that takes exercise dates != notification dates and a rebate settlement period
Real	rebate (Size index) const
Date	rebatePaymentDate (Size index) const
const std::vector< Real > &	rebates () const

Detailed Description

Rebated exercise with exercise dates != notification dates and arbitrary period.