RebatedExercise Class Reference

Rebated exercise. More...

#include <ql/rebatedexercise.hpp>

Inheritance diagram for RebatedExercise:

Public Member Functions
	RebatedExercise (const Exercise &exercise, Real rebate=0.0, Natural rebateSettlementDays=0, Calendar rebatePaymentCalendar=NullCalendar(), BusinessDayConvention rebatePaymentConvention=Following)
	RebatedExercise (const Exercise &exercise, const std::vector< Real > &rebates, Natural rebateSettlementDays=0, Calendar rebatePaymentCalendar=NullCalendar(), 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_

Detailed Description

Rebated exercise.

in case of exercise the holder receives a rebate (if positive) or pays it (if negative) on the rebate settlement date