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

Detailed Description
European exercise.A European option can only be exercised at one (expiry) date.
- Examples:
-
ConvertibleBonds.cpp, EquityOption.cpp, and Replication.cpp.
Public Member Functions | |
EuropeanExercise (const Date &date) |