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Class RebatedExercise

Rebated exercise

in case of exercise the holder receives a rebate (if positive) or pays it (if negative) on the rebate settlement date

Hierarchy

Index

Enumerations

Properties

Accessors

Methods

Properties

Protected _dates

_dates: Date[] = []

Private _rebatePaymentCalendar

_rebatePaymentCalendar: Calendar

Private _rebatePaymentConvention

_rebatePaymentConvention: BusinessDayConvention

Private _rebateSettlementDays

_rebateSettlementDays: Natural

Private _rebates

_rebates: Real[]

Protected _type

_type: Type

Accessors

isDisposed

  • get isDisposed(): boolean

Methods

date

  • date(index: Size): Date

  • Parameters

    Returns Date

dates

  • dates(): Date[]

  • Returns Date[]

dispose

  • dispose(): void

  • Returns void

init

lastDate

  • lastDate(): Date

reInit1

  • Parameters

    • exercise: Exercise
    • Default value rebate: Real = 0
    • Default value rebateSettlementDays: Natural = 0
    • Default value rebatePaymentCalendar: Calendar = new NullCalendar()
    • Default value rebatePaymentConvention: BusinessDayConvention = BusinessDayConvention.Following

    Returns RebatedExercise

reInit2

  • Parameters

    • exercise: Exercise
    • rebates: Real[]
    • Default value rebateSettlementDays: Natural = 0
    • Default value rebatePaymentCalendar: Calendar = new NullCalendar()
    • Default value rebatePaymentConvention: BusinessDayConvention = BusinessDayConvention.Following

    Returns RebatedExercise

rebate1

  • Parameters

    Returns Real

rebate2

  • Returns Real[]

rebatePaymentDate

  • rebatePaymentDate(index: Size): Date

  • Parameters

    Returns Date

type