QuantLib_EuropeanExercise

Langue: en

Autres versions - même langue

Version: 373355 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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

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