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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_american_exercise.html">AmericanExercise</a></li> </ul>
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<p>American exercise.
<a href="class_quant_lib_1_1_american_exercise.html#details">More...</a></p>
<p><code>#include <ql/exercise.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for AmericanExercise:</div>
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<area shape="rect" href="class_quant_lib_1_1_early_exercise.html" title="Early-exercise base class." alt="" coords="18,80,121,107"/>
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<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:af814e77af9d3a57850d9e503f07bf482"><td class="memItemLeft" align="right" valign="top"><a id="af814e77af9d3a57850d9e503f07bf482"></a>
 </td><td class="memItemRight" valign="bottom"><b>AmericanExercise</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &earliestDate, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &latestDate, bool payoffAtExpiry=false)</td></tr>
<tr class="separator:af814e77af9d3a57850d9e503f07bf482"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a569291b600f9d4a48f9c0978fe01d76f"><td class="memItemLeft" align="right" valign="top"><a id="a569291b600f9d4a48f9c0978fe01d76f"></a>
 </td><td class="memItemRight" valign="bottom"><b>AmericanExercise</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &latestDate, bool payoffAtExpiry=false)</td></tr>
<tr class="separator:a569291b600f9d4a48f9c0978fe01d76f"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_early_exercise"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_early_exercise')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_early_exercise.html">EarlyExercise</a></td></tr>
<tr class="memitem:acc512078299c8007a14deb5c7f94db10 inherit pub_methods_class_quant_lib_1_1_early_exercise"><td class="memItemLeft" align="right" valign="top"><a id="acc512078299c8007a14deb5c7f94db10"></a>
 </td><td class="memItemRight" valign="bottom"><b>EarlyExercise</b> (Type type, bool payoffAtExpiry=false)</td></tr>
<tr class="separator:acc512078299c8007a14deb5c7f94db10 inherit pub_methods_class_quant_lib_1_1_early_exercise"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a16ca22899df659c7040832ac17bb2059 inherit pub_methods_class_quant_lib_1_1_early_exercise"><td class="memItemLeft" align="right" valign="top"><a id="a16ca22899df659c7040832ac17bb2059"></a>
bool </td><td class="memItemRight" valign="bottom"><b>payoffAtExpiry</b> () const</td></tr>
<tr class="separator:a16ca22899df659c7040832ac17bb2059 inherit pub_methods_class_quant_lib_1_1_early_exercise"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_exercise"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_exercise')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a></td></tr>
<tr class="memitem:ae6eb8cdd955b34ee2bc2a6ada6c80df5 inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memItemLeft" align="right" valign="top"><a id="ae6eb8cdd955b34ee2bc2a6ada6c80df5"></a>
 </td><td class="memItemRight" valign="bottom"><b>Exercise</b> (Type type)</td></tr>
<tr class="separator:ae6eb8cdd955b34ee2bc2a6ada6c80df5 inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:adf4a6727c689e0038cf2cdd158d5ed2c inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memItemLeft" align="right" valign="top"><a id="adf4a6727c689e0038cf2cdd158d5ed2c"></a>
Type </td><td class="memItemRight" valign="bottom"><b>type</b> () const</td></tr>
<tr class="separator:adf4a6727c689e0038cf2cdd158d5ed2c inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a36ed9704b576e4d02b40eb2fa65c6dec inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memItemLeft" align="right" valign="top"><a id="a36ed9704b576e4d02b40eb2fa65c6dec"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>date</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> index) const</td></tr>
<tr class="separator:a36ed9704b576e4d02b40eb2fa65c6dec inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6c429f5dfc7f39c4ff850793d13bdf4f inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memItemLeft" align="right" valign="top"><a id="a6c429f5dfc7f39c4ff850793d13bdf4f"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>dateAt</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> index) const</td></tr>
<tr class="separator:a6c429f5dfc7f39c4ff850793d13bdf4f inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a61bd806d4dda74252ab0a5b2bcbe4d81 inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memItemLeft" align="right" valign="top"><a id="a61bd806d4dda74252ab0a5b2bcbe4d81"></a>
const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_exercise.html#a61bd806d4dda74252ab0a5b2bcbe4d81">dates</a> () const</td></tr>
<tr class="memdesc:a61bd806d4dda74252ab0a5b2bcbe4d81 inherit pub_methods_class_quant_lib_1_1_exercise"><td class="mdescLeft"> </td><td class="mdescRight">Returns all exercise dates. <br /></td></tr>
<tr class="separator:a61bd806d4dda74252ab0a5b2bcbe4d81 inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab0c5a5ba32a3adc8a129ae8b6faf38f2 inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memItemLeft" align="right" valign="top"><a id="ab0c5a5ba32a3adc8a129ae8b6faf38f2"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>lastDate</b> () const</td></tr>
<tr class="separator:ab0c5a5ba32a3adc8a129ae8b6faf38f2 inherit pub_methods_class_quant_lib_1_1_exercise"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_exercise"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_exercise')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a></td></tr>
<tr class="memitem:a1d1cfd8ffb84e947f82999c682b666a7 inherit pub_types_class_quant_lib_1_1_exercise"><td class="memItemLeft" align="right" valign="top"><a id="a1d1cfd8ffb84e947f82999c682b666a7"></a>enum  </td><td class="memItemRight" valign="bottom"><b>Type</b> { <b>American</b>,
<b>Bermudan</b>,
<b>European</b>
}</td></tr>
<tr class="separator:a1d1cfd8ffb84e947f82999c682b666a7 inherit pub_types_class_quant_lib_1_1_exercise"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_exercise"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_exercise')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_exercise.html">Exercise</a></td></tr>
<tr class="memitem:a361b6eadf2fb8b49e1a53073e0f8f11d inherit pro_attribs_class_quant_lib_1_1_exercise"><td class="memItemLeft" align="right" valign="top"><a id="a361b6eadf2fb8b49e1a53073e0f8f11d"></a>
std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > </td><td class="memItemRight" valign="bottom"><b>dates_</b></td></tr>
<tr class="separator:a361b6eadf2fb8b49e1a53073e0f8f11d inherit pro_attribs_class_quant_lib_1_1_exercise"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae96b07c06ceff094f476fd92cbe89e10 inherit pro_attribs_class_quant_lib_1_1_exercise"><td class="memItemLeft" align="right" valign="top"><a id="ae96b07c06ceff094f476fd92cbe89e10"></a>
Type </td><td class="memItemRight" valign="bottom"><b>type_</b></td></tr>
<tr class="separator:ae96b07c06ceff094f476fd92cbe89e10 inherit pro_attribs_class_quant_lib_1_1_exercise"><td class="memSeparator" colspan="2"> </td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>American exercise. </p>
<p>An American option can be exercised at any time between two predefined dates; the first date might be omitted, in which case the option can be exercised at any time before the expiry.</p>
<dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_convertible_bonds_8cpp-example.html#_a27">ConvertibleBonds.cpp</a>, and <a class="el" href="_equity_option_8cpp-example.html#_a15">EquityOption.cpp</a>.</dd>
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