European exercise. More...
#include <ql/exercise.hpp>
Inheritance diagram for EuropeanExercise:Public Member Functions | |
| EuropeanExercise (const Date &date) | |
Public Member Functions inherited from Exercise | |
| Exercise (Type type) | |
| Type | type () const |
| Date | date (Size index) const |
| Date | dateAt (Size index) const |
| const std::vector< Date > & | dates () const |
| Returns all exercise dates. | |
| Date | lastDate () const |
Additional Inherited Members | |
Public Types inherited from Exercise | |
| enum | Type { American, Bermudan, European } |
Protected Attributes inherited from Exercise | |
| std::vector< Date > | dates_ |
| Type | type_ |
European exercise.
A European option can only be exercised at one (expiry) date.