QuantLib_Exercise man page

Exercise — Base exercise class.  


#include <ql/exercise.hpp>

Inherited by EarlyExercise, EuropeanExercise, and RebatedExercise.

Public Types

enum Type { American, Bermudan, European }

Public Member Functions

Exercise (Type type)
Type type () const
Date date (Size index) const
Date dateAt (Size index) const
const std::vector< Date > & dates () const
Returns all exercise dates.
Date lastDate () const

Protected Attributes

std::vector< Date > dates_
Type type_

Detailed Description

Base exercise class.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages dateAt(3), Exercise(3) and lastDate(3) are aliases of QuantLib_Exercise(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib