exercise (3) - Linux Man Pages

exercise: Option exercise classes and payoff function.

NAME

ql/exercise.hpp - Option exercise classes and payoff function.

SYNOPSIS


#include <ql/time/date.hpp>
#include <vector>

Classes


class Exercise
Base exercise class.
class EarlyExercise
Early-exercise base class.
class AmericanExercise
American exercise.
class BermudanExercise
Bermudan exercise.
class EuropeanExercise
European exercise.

Detailed Description

Option exercise classes and payoff function.

Author

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