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

Detailed Description
Bermudan exercise.A Bermudan option can only be exercised at a set of fixed dates.
- Todo:
- it would be nice to have a way for making a Bermudan with one exercise date equivalent to an European
- Examples:
Public Member Functions | |
BermudanExercise (const std::vector< Date > &dates, bool payoffAtExpiry=false) |