exercise.hpp
Definition: exercise.hpp:34
Definition: exercise.hpp:44
OH_LIB_CLASS(AlphaForm, QuantLib::AlphaForm)
BermudanExercise(const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Date > &dates, const bool payoffAtExpiry, bool permanent)
Definition: exercise.hpp:52
Definition: abcd.hpp:38
AmericanExercise(const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Date &earliestDate, const QuantLib::Date &latestDate, const bool payoffAtExpiry, bool permanent)
EuropeanExercise(const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Date &expiryDate, bool permanent)
Definition: abcd.hpp:30