QuantLib_EarlyExercise man page

EarlyExercise — Early-exercise base class.


#include <ql/exercise.hpp>

Inherits Exercise.

Inherited by AmericanExercise, and BermudanExercise.

Public Member Functions

EarlyExercise (Type type, bool payoffAtExpiry=false)

bool payoffAtExpiry () const

Additional Inherited Members

Detailed Description

Early-exercise base class.

The payoff can be at exercise (the default) or at expiry


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

EarlyExercise(3) and payoffAtExpiry(3) are aliases of QuantLib_EarlyExercise(3).

QuantLib Version 1.8.1 Fri Sep 23 2016