EuropeanExercise Class Reference

European exercise. More...

#include <ql/exercise.hpp>

Inheritance diagram for EuropeanExercise:

Public Member Functions
	EuropeanExercise (const Date &date)
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

European exercise.

A European option can only be exercised at one (expiry) date.