- QuantLib
- AmericanExercise
American exercise. More...
#include <ql/exercise.hpp>

Public Member Functions | |
| AmericanExercise (const Date &earliestDate, const Date &latestDate, bool payoffAtExpiry=false) | |
| AmericanExercise (const Date &latestDate, bool payoffAtExpiry=false) | |
American exercise.
An American option can be exercised at any time between two predefined dates; the first date might be omitted, in which case the option can be exercised at any time before the expiry.