QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
EuropeanExercise Class Reference

European exercise. More...

#include <exercise.hpp>

+ Inheritance diagram for EuropeanExercise:
+ Collaboration diagram for EuropeanExercise:

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< Datedates_
 
Type type_
 

Detailed Description

European exercise.

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

Definition at line 96 of file exercise.hpp.

Constructor & Destructor Documentation

◆ EuropeanExercise()

EuropeanExercise ( const Date date)

Definition at line 60 of file exercise.cpp.

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