QuantLib_EuropeanExercise man page

EuropeanExercise — European exercise.

Synopsis

#include <ql/exercise.hpp>

Inherits Exercise.

Public Member Functions

EuropeanExercise (const Date &date)

Additional Inherited Members

Detailed Description

European exercise.

A European option can only be exercised at one (expiry) date.

Examples: ConvertibleBonds.cpp, EquityOption.cpp, and Replication.cpp.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

EuropeanExercise(3) is an alias of QuantLib_EuropeanExercise(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib