QuantLib_Exercise

Langue: en

Autres versions - même langue

Version: 374517 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::Exercise -

Base exercise class.

SYNOPSIS


#include <ql/exercise.hpp>

Inherited by EarlyExercise, and EuropeanExercise.

Public Types


enum Type { American, Bermudan, European }

Public Member Functions


Exercise (Type type)

Type type () const

Date date (Size index) const

const std::vector< Date > & dates () const
Returns all exercise dates.
Date lastDate () const

Protected Attributes


std::vector< Date > dates_

Type type_

Detailed Description

Base exercise class.

Author

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