EuropeanExercise Class Reference

#include <ql/exercise.hpp>

Inheritance diagram for EuropeanExercise:

Inheritance graph
[legend]
List of all members.

Detailed Description

European exercise.

A European option can only be exercised at one (expiry) date.


Public Member Functions

 EuropeanExercise (Date date)


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