AmericanExercise Class Reference

American exercise. More...

#include <ql/exercise.hpp>

Inheritance diagram for AmericanExercise:

Public Member Functions
	AmericanExercise (const Date &earliestDate, const Date &latestDate, bool payoffAtExpiry=false)
	AmericanExercise (const Date &latestDate, bool payoffAtExpiry=false)
Public Member Functions inherited from EarlyExercise
	EarlyExercise (Type type, bool payoffAtExpiry=false)
bool	payoffAtExpiry () const
Public Member Functions inherited from Exercise
	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

Additional Inherited Members
Public Types inherited from Exercise
enum	Type { American , Bermudan , European }
Protected Attributes inherited from Exercise
std::vector< Date >	dates_
Type	type_

Detailed Description

American exercise.

An American option can be exercised at any time between two predefined dates; the first date might be omitted, in which case the option can be exercised at any time before the expiry.