QuantLib_RebatedExercise man page
RebatedExercise — Rebated exercise.
Synopsis
#include <ql/rebatedexercise.hpp>
Inherits Exercise.
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
Additional Inherited Members
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
Author
Generated automatically by Doxygen for QuantLib from the source code.
Referenced By
RebatedExercise(3), rebatePaymentDate(3) and rebates(3) are aliases of QuantLib_RebatedExercise(3).