EarlyExercise Class Reference
#include <ql/exercise.hpp>
Inheritance diagram for EarlyExercise:

Detailed Description
Early-exercise base class.The payoff can be at exercise (default case) or at expiry
Public Member Functions | |
EarlyExercise (Type type=Undefined, bool payoffAtExpiry=false) | |
bool | payoffAtExpiry () const |