Rebated exercise. More...
#include <ql/rebatedexercise.hpp>
 Inheritance diagram for RebatedExercise:
 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) | |
| RebatedExercise (const Exercise &exercise, const std::vector< Real > &rebates, const Natural rebateSettlementDays=0, const Calendar &rebatePaymentCalendar=NullCalendar(), const 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