RebatedExercise Class Reference

Rebated exercise. More...

#include <rebatedexercise.hpp>

Inheritance diagram for RebatedExercise:

Collaboration 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)
virtual	~Exercise ()=default
Type	type () const
Date	date (Size index) const
Date	dateAt (Size index) const
const std::vector< Date > &	dates () const
	Returns all exercise dates. More...
Date	lastDate () const

Private Attributes
const std::vector< Real >	rebates_
const Natural	rebateSettlementDays_
const Calendar	rebatePaymentCalendar_
const BusinessDayConvention	rebatePaymentConvention_

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

Definition at line 38 of file rebatedexercise.hpp.

Constructor & Destructor Documentation

RebatedExercise() [1/2]

RebatedExercise	(	const Exercise &	exercise,
		Real	rebate = 0.0,
		Natural	rebateSettlementDays = 0,
		Calendar	rebatePaymentCalendar = NullCalendar(),
		BusinessDayConvention	rebatePaymentConvention = Following
	)

Definition at line 25 of file rebatedexercise.cpp.

RebatedExercise() [2/2]

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

Definition at line 35 of file rebatedexercise.cpp.

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Member Function Documentation

rebate()

Real rebate

(

Size

index

)

const

Definition at line 64 of file rebatedexercise.hpp.

rebatePaymentDate()

Date rebatePaymentDate

(

Size

index

)

const

Definition at line 71 of file rebatedexercise.hpp.

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rebates()

const std::vector< Real > & rebates

(

)

const

Definition at line 55 of file rebatedexercise.hpp.

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Member Data Documentation

rebates_

const std::vector<Real> rebates_

private

Definition at line 58 of file rebatedexercise.hpp.

rebateSettlementDays_

const Natural rebateSettlementDays_

private

Definition at line 59 of file rebatedexercise.hpp.

rebatePaymentCalendar_

const Calendar rebatePaymentCalendar_

private

Definition at line 60 of file rebatedexercise.hpp.

rebatePaymentConvention_

const BusinessDayConvention rebatePaymentConvention_

private

Definition at line 61 of file rebatedexercise.hpp.