exercise (3) - Linux Manuals

exercise: Option exercise classes and payoff function.

NAME

ql/exercise.hpp - Option exercise classes and payoff function.

SYNOPSIS

#include <ql/time/date.hpp>
#include <vector>

Classes

class Exercise
Base exercise class.
class EarlyExercise
Early-exercise base class.
class AmericanExercise
American exercise.
class BermudanExercise
Bermudan exercise.
class EuropeanExercise
European exercise.

Detailed Description

Option exercise classes and payoff function.

Author

Generated automatically by Doxygen for QuantLib from the source code.