A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
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This is the complete list of members for SwingExercise, including all inherited members.
| American enum value (defined in Exercise) | Exercise | |
| Bermudan enum value (defined in Exercise) | Exercise | |
| BermudanExercise(const std::vector< Date > &dates, bool payoffAtExpiry=false) (defined in BermudanExercise) | BermudanExercise | |
| date(Size index) const (defined in Exercise) | Exercise | |
| dateAt(Size index) const (defined in Exercise) | Exercise | |
| dates() const | Exercise | |
| dates_ (defined in Exercise) | Exercise | protected |
| EarlyExercise(Type type, bool payoffAtExpiry=false) (defined in EarlyExercise) | EarlyExercise | |
| European enum value (defined in Exercise) | Exercise | |
| Exercise(Type type) (defined in Exercise) | Exercise | explicit |
| exerciseTimes(const DayCounter &dc, const Date &refDate) const (defined in SwingExercise) | SwingExercise | |
| lastDate() const (defined in Exercise) | Exercise | |
| payoffAtExpiry() const (defined in EarlyExercise) | EarlyExercise | |
| seconds() const (defined in SwingExercise) | SwingExercise | |
| SwingExercise(const std::vector< Date > &dates, const std::vector< Size > &seconds=std::vector< Size >()) (defined in SwingExercise) | SwingExercise | explicit |
| SwingExercise(const Date &from, const Date &to, Size stepSizeSecs) (defined in SwingExercise) | SwingExercise | |
| type() const (defined in Exercise) | Exercise | |
| Type enum name (defined in Exercise) | Exercise | |
| type_ (defined in Exercise) | Exercise | protected |
| ~Exercise() (defined in Exercise) | Exercise | virtual |