38 "earliest > latest exercise date");
39 dates_ = std::vector<Date>(2);
47 dates_ = std::vector<Date>(2);
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.
Classes and functions for error handling.
#define QL_REQUIRE(condition, message)
throw an error if the given pre-condition is not verified
Option exercise classes and payoff function.