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QuantLib_EuropeanExercise
Langue: en
Version: 373355 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::EuropeanExercise -European exercise.
SYNOPSIS
#include <ql/exercise.hpp>
Inherits QuantLib::Exercise.
Public Member Functions
EuropeanExercise (const Date &date)
Detailed Description
European exercise.
A European option can only be exercised at one (expiry) date.
Examples:
ConvertibleBonds.cpp, EquityOption.cpp, and Replication.cpp.
Author
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