QuantLib_BermudanExercise man page

BermudanExercise — Bermudan exercise.


#include <ql/exercise.hpp>

Inherits EarlyExercise.

Inherited by SwingExercise.

Public Member Functions

BermudanExercise (const std::vector< Date > &dates, bool payoffAtExpiry=false)

Additional Inherited Members

Detailed Description

Bermudan exercise.

A Bermudan option can only be exercised at a set of fixed dates.

Examples: BermudanSwaption.cpp, and EquityOption.cpp.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

BermudanExercise(3) is an alias of QuantLib_BermudanExercise(3).

QuantLib Version 1.8.1 Fri Sep 23 2016