European exercise. More...
#include <exercise.hpp>
Inheritance diagram for EuropeanExercise:
Collaboration diagram for EuropeanExercise:
Public Member Functions | |
| EuropeanExercise (const Date &date) | |
| Public Member Functions inherited from Exercise | |
| 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 |
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.
Definition at line 96 of file exercise.hpp.
Constructor & Destructor Documentation
◆ EuropeanExercise()
| EuropeanExercise | ( | const Date & | date | ) |
