QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
EarlyExercise Class Reference

Early-exercise base class. More...

#include <ql/exercise.hpp>

+ Inheritance diagram for EarlyExercise:

Public Member Functions

 EarlyExercise (Type type, bool payoffAtExpiry=false)
 
bool payoffAtExpiry () const
 
- Public Member Functions inherited from Exercise
 Exercise (Type type)
 
Type type () const
 
Date date (Size index) const
 
Date dateAt (Size index) const
 
const std::vector< Date > & dates () const
 Returns all exercise dates.
 
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

Early-exercise base class.

The payoff can be at exercise (the default) or at expiry