QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
rebatedexercise.hpp File Reference

Option exercise with rebate payments. More...

#include <ql/exercise.hpp>
#include <ql/time/calendars/nullcalendar.hpp>
#include <ql/errors.hpp>

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Classes

class  RebatedExercise
 Rebated exercise. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Option exercise with rebate payments.

Definition in file rebatedexercise.hpp.