BermudanExercise Class Reference

#include <exercise.hpp>

Inheritance diagram for BermudanExercise:

Inheritance graph
[legend]
List of all members.

Detailed Description

Bermudan exercise class.

A Bermudan option can only be exercised at a set of fixed dates.


Public Member Functions

 BermudanExercise (const std::vector< Date > &dates)


The documentation for this class was generated from the following files:

QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen