Reference manual - version ored_version
Public Member Functions | |
| ExerciseBuilder (const OptionData &optionData, const std::vector< QuantLib::Leg > legs, bool removeNoticeDatesAfterLastAccrualStart=true) | |
| QuantLib::ext::shared_ptr< QuantLib::Exercise > | exercise () const |
| const std::vector< QuantLib::Date > & | exerciseDates () const |
| const std::vector< QuantLib::Date > & | noticeDates () const |
| const std::vector< QuantLib::Date > & | settlementDates () const |
| bool | isExercised () const |
| const QuantLib::Date & | exerciseDate () const |
| QuantLib::ext::shared_ptr< QuantLib::CashFlow > | cashSettlement () const |
| QuantLib::ext::shared_ptr< QuantLib::CashFlow > | feeSettlement () const |
| const QuantLib::Period & | noticePeriod () const |
| const QuantLib::Calendar & | noticeCalendar () const |
| const QuantLib::BusinessDayConvention & | noticeConvention () const |
| ExerciseBuilder | ( | const OptionData & | optionData, |
| const std::vector< QuantLib::Leg > | legs, | ||
| bool | removeNoticeDatesAfterLastAccrualStart = true ) |
TODO removeNoticeDatesAfterLastAccrualStart is only there for backwards compatibility, we should remove it at some point and handle such notice dates in the callling code as appropriate. If the exercise style is American the flag is set to false always internally.