dates(3)
NAME
QuantLib::Exercise – Base exercise class.
SYNOPSIS
#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.
Author
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