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).

Fri Sep 23 2016 Version 1.8.1 QuantLib