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<title>BermudanExercise Class Reference</title>
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<h3 class="navbartitle">Version 1.2</h3>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_bermudan_exercise.html">BermudanExercise</a> </li>
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<!-- doxytag: class="QuantLib::BermudanExercise" --><!-- doxytag: inherits="QuantLib::EarlyExercise" -->
<p>Bermudan exercise.
<a href="class_quant_lib_1_1_bermudan_exercise.html#details">More...</a></p>
<p><code>#include <ql/exercise.hpp></code></p>
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Inheritance diagram for BermudanExercise:</div>
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<area shape="rect" id="node5" href="class_quant_lib_1_1_swing_exercise.html" title="Swing exercise." alt="" coords="17,166,124,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_early_exercise.html" title="Early-exercise base class." alt="" coords="20,6,121,37"/></map>
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Public Member Functions</h2></td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>BermudanExercise</b> (const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &<a class="el" href="class_quant_lib_1_1_exercise.html#a6a149d4beeac42703f37f63defbff974">dates</a>, bool payoffAtExpiry=false)</td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Bermudan exercise. </p>
<p>A Bermudan option can only be exercised at a set of fixed dates. </p>
<dl><dt><b>Examples: </b></dt><dd><a class="el" href="_bermudan_swaption_8cpp-example.html#_a39">BermudanSwaption.cpp</a>, and <a class="el" href="_equity_option_8cpp-example.html#_a15">EquityOption.cpp</a>.</dd>
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