payoffAtExpiry (3) - Linux Manuals

payoffAtExpiry: Early-exercise base class.

NAME

QuantLib::EarlyExercise - Early-exercise base class.

SYNOPSIS

#include <ql/exercise.hpp>

Inherits QuantLib::Exercise.

Inherited by AmericanExercise, and BermudanExercise.

Public Member Functions

EarlyExercise (Type type, bool payoffAtExpiry=false)

bool payoffAtExpiry () const

Detailed Description

Early-exercise base class.

The payoff can be at exercise (the default) or at expiry

Author

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