where is reject list option in call settings? the numbers from which we don't want to take calls?

Settings>Phone>Blocked.

KiltedTim's solution will allow you to add a number, but only if it is in your contact list. His way will also allow you to edit the list. If you want to block someone who just called you, go to the phone app, then click Recents, then the blue i in the circle. Scroll down and click "Block this Caller".

Solution? Noone posed a problem that required a solution. They simply asked where the list is... that's where it is.

I read the OP's comment as asking how to add a number to this list.