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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_rebated_exercise.html">RebatedExercise</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">RebatedExercise Class Reference</div> </div>
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<p>Rebated exercise.
<a href="class_quant_lib_1_1_rebated_exercise.html#details">More...</a></p>
<p><code>#include <ql/rebatedexercise.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for RebatedExercise:</div>
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<area shape="rect" title="Rebated exercise." alt="" coords="5,80,128,107"/>
<area shape="rect" href="class_quant_lib_1_1_exercise.html" title="Base exercise class." alt="" coords="30,5,103,32"/>
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<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a0fe80419bf9cffa7d66de9e220e91a95"><td class="memItemLeft" align="right" valign="top"><a id="a0fe80419bf9cffa7d66de9e220e91a95"></a>
 </td><td class="memItemRight" valign="bottom"><b>RebatedExercise</b> (const <a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a> &exercise, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> rebate=0.0, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> rebateSettlementDays=0, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &rebatePaymentCalendar=<a class="el" href="class_quant_lib_1_1_null_calendar.html">NullCalendar</a>(), <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> rebatePaymentConvention=<a class="el" href="group__datetime.html#ggaff46c5ae9385d20709bedade86edd368ab6a37af780aa2b97f8bbdc4d149dae18">Following</a>)</td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>RebatedExercise</b> (const <a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a> &exercise, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &rebates, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> rebateSettlementDays=0, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &rebatePaymentCalendar=<a class="el" href="class_quant_lib_1_1_null_calendar.html">NullCalendar</a>(), <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> rebatePaymentConvention=<a class="el" href="group__datetime.html#ggaff46c5ae9385d20709bedade86edd368ab6a37af780aa2b97f8bbdc4d149dae18">Following</a>)</td></tr>
<tr class="separator:a7a7233b9557bc6cf11452b15910aa64a"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4ee0a7faac1559cbbd6884d59f34e53a"><td class="memItemLeft" align="right" valign="top"><a id="a4ee0a7faac1559cbbd6884d59f34e53a"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>rebate</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> index) const</td></tr>
<tr class="separator:a4ee0a7faac1559cbbd6884d59f34e53a"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad083ba2d301c9eb4ba213966640435af"><td class="memItemLeft" align="right" valign="top"><a id="ad083ba2d301c9eb4ba213966640435af"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>rebatePaymentDate</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> index) const</td></tr>
<tr class="separator:ad083ba2d301c9eb4ba213966640435af"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a49a87ef047ebdf265019aa24a6f4a3a2"><td class="memItemLeft" align="right" valign="top"><a id="a49a87ef047ebdf265019aa24a6f4a3a2"></a>
const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </td><td class="memItemRight" valign="bottom"><b>rebates</b> () const</td></tr>
<tr class="separator:a49a87ef047ebdf265019aa24a6f4a3a2"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_exercise"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_exercise')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a></td></tr>
<tr class="memitem:ae6eb8cdd955b34ee2bc2a6ada6c80df5 inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memItemLeft" align="right" valign="top"><a id="ae6eb8cdd955b34ee2bc2a6ada6c80df5"></a>
 </td><td class="memItemRight" valign="bottom"><b>Exercise</b> (Type type)</td></tr>
<tr class="separator:ae6eb8cdd955b34ee2bc2a6ada6c80df5 inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:adf4a6727c689e0038cf2cdd158d5ed2c inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memItemLeft" align="right" valign="top"><a id="adf4a6727c689e0038cf2cdd158d5ed2c"></a>
Type </td><td class="memItemRight" valign="bottom"><b>type</b> () const</td></tr>
<tr class="separator:adf4a6727c689e0038cf2cdd158d5ed2c inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a36ed9704b576e4d02b40eb2fa65c6dec inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memItemLeft" align="right" valign="top"><a id="a36ed9704b576e4d02b40eb2fa65c6dec"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>date</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> index) const</td></tr>
<tr class="separator:a36ed9704b576e4d02b40eb2fa65c6dec inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6c429f5dfc7f39c4ff850793d13bdf4f inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memItemLeft" align="right" valign="top"><a id="a6c429f5dfc7f39c4ff850793d13bdf4f"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>dateAt</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> index) const</td></tr>
<tr class="separator:a6c429f5dfc7f39c4ff850793d13bdf4f inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a61bd806d4dda74252ab0a5b2bcbe4d81 inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memItemLeft" align="right" valign="top"><a id="a61bd806d4dda74252ab0a5b2bcbe4d81"></a>
const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exercise.html#a61bd806d4dda74252ab0a5b2bcbe4d81">dates</a> () const</td></tr>
<tr class="memdesc:a61bd806d4dda74252ab0a5b2bcbe4d81 inherit pub_methods_class_quant_lib_1_1_exercise"><td class="mdescLeft"> </td><td class="mdescRight">Returns all exercise dates. <br /></td></tr>
<tr class="separator:a61bd806d4dda74252ab0a5b2bcbe4d81 inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab0c5a5ba32a3adc8a129ae8b6faf38f2 inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memItemLeft" align="right" valign="top"><a id="ab0c5a5ba32a3adc8a129ae8b6faf38f2"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>lastDate</b> () const</td></tr>
<tr class="separator:ab0c5a5ba32a3adc8a129ae8b6faf38f2 inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_exercise"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_exercise')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a></td></tr>
<tr class="memitem:a1d1cfd8ffb84e947f82999c682b666a7 inherit pub_types_class_quant_lib_1_1_exercise"><td class="memItemLeft" align="right" valign="top"><a id="a1d1cfd8ffb84e947f82999c682b666a7"></a>enum  </td><td class="memItemRight" valign="bottom"><b>Type</b> { <b>American</b>,
<b>Bermudan</b>,
<b>European</b>
}</td></tr>
<tr class="separator:a1d1cfd8ffb84e947f82999c682b666a7 inherit pub_types_class_quant_lib_1_1_exercise"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_exercise"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_exercise')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a></td></tr>
<tr class="memitem:a361b6eadf2fb8b49e1a53073e0f8f11d inherit pro_attribs_class_quant_lib_1_1_exercise"><td class="memItemLeft" align="right" valign="top"><a id="a361b6eadf2fb8b49e1a53073e0f8f11d"></a>
std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > </td><td class="memItemRight" valign="bottom"><b>dates_</b></td></tr>
<tr class="separator:a361b6eadf2fb8b49e1a53073e0f8f11d inherit pro_attribs_class_quant_lib_1_1_exercise"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae96b07c06ceff094f476fd92cbe89e10 inherit pro_attribs_class_quant_lib_1_1_exercise"><td class="memItemLeft" align="right" valign="top"><a id="ae96b07c06ceff094f476fd92cbe89e10"></a>
Type </td><td class="memItemRight" valign="bottom"><b>type_</b></td></tr>
<tr class="separator:ae96b07c06ceff094f476fd92cbe89e10 inherit pro_attribs_class_quant_lib_1_1_exercise"><td class="memSeparator" colspan="2"> </td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Rebated exercise. </p>
<p>in case of exercise the holder receives a rebate (if positive) or pays it (if negative) on the rebate settlement date </p>
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