QuantLib_EuropeanExercise (3) Linux Manual Page

QuantLib::EuropeanExercise – European exercise.

Synopsis

#include <ql/exercise.hpp>

Inherits QuantLib::Exercise.

Public Member Functions

EuropeanExercise (const Date &date)

Detailed Description

European exercise.

A European option can only be exercised at one (expiry) date.

Examples:

ConvertibleBonds.cpp, EquityOption.cpp, and Replication.cpp.

Author

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