QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Base exercise class. More...
#include <exercise.hpp>
Public Types | |
enum | Type { American , Bermudan , European } |
Public Member Functions | |
Exercise (Type type) | |
virtual | ~Exercise ()=default |
Type | type () const |
Date | date (Size index) const |
Date | dateAt (Size index) const |
const std::vector< Date > & | dates () const |
Returns all exercise dates. More... | |
Date | lastDate () const |
Protected Attributes | |
std::vector< Date > | dates_ |
Type | type_ |
Base exercise class.
Definition at line 35 of file exercise.hpp.
enum Type |
Enumerator | |
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American | |
Bermudan | |
European |
Definition at line 37 of file exercise.hpp.
Definition at line 41 of file exercise.hpp.
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virtualdefault |
Type type | ( | ) | const |
Definition at line 44 of file exercise.hpp.
Definition at line 46 of file exercise.hpp.
const std::vector< Date > & dates | ( | ) | const |
Returns all exercise dates.
Definition at line 48 of file exercise.hpp.
Date lastDate | ( | ) | const |
Definition at line 28 of file exercise.cpp.
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protected |
Definition at line 51 of file exercise.hpp.
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protected |
Definition at line 52 of file exercise.hpp.