EarlyExercise Class Reference

#include <ql/exercise.hpp>

Inheritance diagram for EarlyExercise:

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Detailed Description

Early-exercise base class.

The payoff can be at exercise (default case) or at expiry

Todo:
derive a plain American Exercise class (no earliestDate, no payoffAtExpiry)


Public Member Functions

 EarlyExercise (bool payoffAtExpiry=false)
bool payoffAtExpiry () const


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