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exercise.hpp
Langue: en
Version: 151936 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
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
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