QuantLib_Exercise (3) - Linux Manuals

QuantLib_Exercise: Base exercise class.


QuantLib::Exercise - Base exercise class.


#include <ql/exercise.hpp>

Inherited by EarlyExercise, and EuropeanExercise.

Public Types

enum Type { American, Bermudan, European }

Public Member Functions

Exercise (Type type)

Type type () const

Date date (Size index) const

const std::vector< Date > & dates () const
Returns all exercise dates.
Date lastDate () const

Protected Attributes

std::vector< Date > dates_

Type type_

Detailed Description

Base exercise class.


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