QuantLib: EuropeanExercise Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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Public Member Functions | List of all members
EuropeanExercise Class Reference

European exercise. More...

`#include <ql/exercise.hpp>`

Inheritance diagram for EuropeanExercise:
[legend]

## Public Member Functions
| EuropeanExercise (const Date &date)
Public Member Functions inherited from Exercise
| Exercise (Type type)
Type | type () const
Date | date (Size index) const
Date | dateAt (Size index) const
const std::vector< Date > & | dates () const
| Returns all exercise dates.
Date | lastDate () const

## Additional Inherited Members
Public Types inherited from Exercise
enum | Type { American, Bermudan, European }
Protected Attributes inherited from Exercise
std::vector< Date > | dates_
Type | type_

## Detailed Description

European exercise.

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

Examples:
  ConvertibleBonds.cpp, EquityOption.cpp, and Replication.cpp.