QuantLib_EuropeanExercise man page

EuropeanExercise — European exercise.  


#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.


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Referenced By

The man page EuropeanExercise(3) is an alias of QuantLib_EuropeanExercise(3).

Wed Feb 7 2018 Version 1.10.1 QuantLib