EarlyExercise Class Reference
Early-exercise base class. More...
#include <ql/exercise.hpp>
Inheritance diagram for EarlyExercise:

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