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

Base exercise class. More...

#include <ql/exercise.hpp>

+ Inheritance diagram for Exercise:

Public Types

enum  Type { American, Bermudan, European }
 

Public Member Functions

 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
 

Protected Attributes

std::vector< Datedates_
 
Type type_
 

Detailed Description

Base exercise class.