EuropeanExercise Class Reference

#include <ql/exercise.hpp>

Inheritance diagram for EuropeanExercise:

Inheritance graph
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List of all members.

Detailed Description

European exercise.

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

Examples:

AmericanOption.cpp, and EuropeanOption.cpp.


Public Member Functions

 EuropeanExercise (const Date &date)


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