SwingExercise Class Reference

Swing exercise. More...

#include <ql/instruments/vanillaswingoption.hpp>

Inheritance diagram for SwingExercise:

List of all members.

Public Member Functions

 SwingExercise (const std::vector< Date > &dates, const std::vector< Size > &seconds=std::vector< Size >())
 SwingExercise (const Date &from, const Date &to, Size stepSizeSecs)
const std::vector< Size > & seconds () const
std::vector< TimeexerciseTimes (const DayCounter &dc, const Date &refDate) const

Detailed Description

Swing exercise.

A Swing option can only be exercised at a set of fixed date times