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QuantLib_EarlyExercise
Langue: en
Version: 379004 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::EarlyExercise -Early-exercise base class.
SYNOPSIS
#include <ql/exercise.hpp>
Inherits QuantLib::Exercise.
Inherited by AmericanExercise, and BermudanExercise.
Public Member Functions
EarlyExercise (Type type, bool payoffAtExpiry=false)
bool payoffAtExpiry () const
Detailed Description
Early-exercise base class.
The payoff can be at exercise (the default) or at expiry
Author
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Contenus ©2006-2024 Benjamin Poulain
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