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

Public Member Functions | |
BermudanExercise (const std::vector< Date > &dates, bool payoffAtExpiry=false) |
Detailed Description
Bermudan exercise.A Bermudan option can only be exercised at a set of fixed dates.
- Examples: