QuantLib_BermudanExercise man page
BermudanExercise — Bermudan exercise.
Inherited by SwingExercise.
Public Member Functions
BermudanExercise (const std::vector< Date > &dates, bool payoffAtExpiry=false)
Additional Inherited Members
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.
The man page BermudanExercise(3) is an alias of QuantLib_BermudanExercise(3).