EarlyExercise Class Reference

Early-exercise base class. More...

#include <ql/exercise.hpp>

Inheritance diagram for EarlyExercise:

List of all members.

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