QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

Exercise Class Reference #include <exercise.hpp> Inheritance diagram for Exercise: [legend]List of all members. Detailed Description Exercise class (American, Bermudan or European). Warning: the input dates must be effective (adjusted) exercise dates. Public Types enum   Type { American, Bermudan, European } Public Member Functions bool  isNull () const Type  type () const Date  date (Size index) const const std::vector< Date > &  dates () const Date  lastDate () const Protected Attributes std::vector< Date >  dates_ Type  type_ The documentation for this class was generated from the following file: ql/exercise.hpp

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