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

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

Fri Sep 23 2016 Version 1.8.1 QuantLib