Early-exercise base class. More...
#include <ql/exercise.hpp>
 Inheritance diagram for EarlyExercise:
 Inheritance diagram for EarlyExercise:| Public Member Functions | |
| EarlyExercise (Type type, bool payoffAtExpiry=false) | |
| bool | payoffAtExpiry () const | 
|  Public Member Functions inherited from Exercise | |
| Exercise (Type type) | |
| Type | type () const | 
| Date | date (Size index) const | 
| Date | dateAt (Size index) const | 
| const std::vector< Date > & | dates () const | 
| Returns all exercise dates. | |
| Date | lastDate () const | 
| Additional Inherited Members | |
|  Public Types inherited from Exercise | |
| enum | Type { American, Bermudan, European } | 
|  Protected Attributes inherited from Exercise | |
| std::vector< Date > | dates_ | 
| Type | type_ | 
Early-exercise base class.
The payoff can be at exercise (the default) or at expiry