AmericanExercise Class Reference

#include <ql/exercise.hpp>

Inheritance diagram for AmericanExercise:

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Detailed Description

American exercise.

An American option can be exercised at any time between two predefined dates

Todo:
check that everywhere the American condition is applied from earliestDate and not earlier


Public Member Functions

 AmericanExercise (Date earliestDate, Date latestDate, bool payoffAtExpiry=false)


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