#include <ql/models/marketmodels/products/multistep/cashrebate.hpp>
 Inheritance diagram for MarketModelCashRebate:
 Inheritance diagram for MarketModelCashRebate:| Public Member Functions | |
| MarketModelCashRebate (const EvolutionDescription &evolution, const std::vector< Time > &paymentTimes, const Matrix &amounts, Size numberOfProducts) | |
| MarketModelMultiProduct interface | |
| std::vector< Size > | suggestedNumeraires () const | 
| const EvolutionDescription & | evolution () const | 
| std::vector< Time > | possibleCashFlowTimes () const | 
| Size | numberOfProducts () const | 
| Size | maxNumberOfCashFlowsPerProductPerStep () const | 
| void | reset () | 
| during simulation put product at start of path | |
| bool | nextTimeStep (const CurveState ¤tState, std::vector< Size > &numberCashFlowsThisStep, std::vector< std::vector< CashFlow > > &cashFlowsGenerated) | 
| return value indicates whether path is finished, TRUE means done | |
| std::auto_ptr< MarketModelMultiProduct > | clone () const | 
| returns a newly-allocated copy of itself | |
Class to model receipt of a fixed cash amount once. Product terminates immediately. Mainly useful as rebate received when another product is cancelled.