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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Base exercise class. More...
#include <ql/exercise.hpp>
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_ |
Base exercise class.