QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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European exercise. More...
#include <exercise.hpp>
Public Member Functions | |
EuropeanExercise (const Date &date) | |
Public Member Functions inherited from Exercise | |
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 |
Additional Inherited Members | |
Public Types inherited from Exercise | |
enum | Type { American , Bermudan , European } |
Protected Attributes inherited from Exercise | |
std::vector< Date > | dates_ |
Type | type_ |
European exercise.
A European option can only be exercised at one (expiry) date.
Definition at line 96 of file exercise.hpp.
EuropeanExercise | ( | const Date & | date | ) |