QuantLib_SwingExercise man page

SwingExercise — Swing exercise.  


#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


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Mon Apr 30 2018 Version 1.12.1 QuantLib