EuropeanExercise (3) - Linux Manuals

EuropeanExercise: European exercise.

NAME

QuantLib::EuropeanExercise - European exercise.

SYNOPSIS

#include <ql/exercise.hpp>

Inherits QuantLib::Exercise.

Public Member Functions

EuropeanExercise (const Date &date)

Detailed Description

European exercise.

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

Examples:

ConvertibleBonds.cpp, EquityOption.cpp, and Replication.cpp.

Author

Generated automatically by Doxygen for QuantLib from the source code.