QuantLib: Exercise Class Reference

Base exercise class. More...

#include <exercise.hpp>

Inheritance diagram for Exercise:

Collaboration diagram for Exercise:

Public Types
enum	Type { American , Bermudan , European }

Public Member Functions
	Exercise (Type type)

virtual	~Exercise ()=default

Type	type () const

Date	date (Size index) const

Date	dateAt (Size index) const

const std::vector< Date > &	dates () const
	Returns all exercise dates. More...

Date	lastDate () const

Protected Attributes
std::vector< Date >	dates_

Type	type_

Detailed Description

Base exercise class.

Definition at line 35 of file exercise.hpp.

Member Enumeration Documentation

◆ Type

enum Type

Enumerator
American
Bermudan
European

Definition at line 37 of file exercise.hpp.

Constructor & Destructor Documentation

◆ Exercise()

Exercise ( Type type )

explicit

Definition at line 41 of file exercise.hpp.

◆ ~Exercise()

virtual ~Exercise ( )

virtualdefault

Member Function Documentation

◆ type()

Type type ( ) const

Definition at line 44 of file exercise.hpp.

◆ date()

Date date ( Size index ) const

Definition at line 45 of file exercise.hpp.

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◆ dateAt()

Date dateAt ( Size index ) const

Definition at line 46 of file exercise.hpp.

◆ dates()

const std::vector< Date > & dates ( ) const

Returns all exercise dates.

Definition at line 48 of file exercise.hpp.

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◆ lastDate()

Date lastDate ( ) const

Definition at line 28 of file exercise.cpp.

Member Data Documentation

◆ dates_

std::vector<Date> dates_

protected

Definition at line 51 of file exercise.hpp.

◆ type_

Type type_