QuantLib_SwingExercise man page

SwingExercise — Swing exercise.

Synopsis

#include <ql/instruments/vanillaswingoption.hpp>

Inherits BermudanExercise.

Public Member Functions

SwingExercise (const std::vector< Date > &dates, const std::vector< Size > &seconds=std::vector< Size >())

SwingExercise (const Date &from, const Date &to, Size stepSizeSecs)

const std::vector< Size > & seconds () const

std::vector< Time > exerciseTimes (const DayCounter &dc, const Date &refDate) const

Additional Inherited Members

Detailed Description

Swing exercise.

A Swing option can only be exercised at a set of fixed date times

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

exerciseTimes(3), seconds(3) and SwingExercise(3) are aliases of QuantLib_SwingExercise(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib