22#include <ql/exercise.hpp>
23#include <ql/errors.hpp>
29 QL_REQUIRE(!
dates_.empty(),
"no exercise date given");
37 QL_REQUIRE(earliest<=latest,
38 "earliest > latest exercise date");
39 dates_ = std::vector<Date>(2);
47 dates_ = std::vector<Date>(2);
55 QL_REQUIRE(!
dates.empty(),
"no exercise date given");
AmericanExercise(const Date &earliestDate, const Date &latestDate, bool payoffAtExpiry=false)
BermudanExercise(const std::vector< Date > &dates, bool payoffAtExpiry=false)
static Date minDate()
earliest allowed date
Early-exercise base class.
EuropeanExercise(const Date &date)
std::vector< Date > dates_
Date date(Size index) const
const std::vector< Date > & dates() const
Returns all exercise dates.