Swing exercise. More...
#include <ql/instruments/vanillaswingoption.hpp>
Inheritance diagram for SwingExercise: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< Time > | exerciseTimes (const DayCounter &dc, const Date &refDate) const |
Public Member Functions inherited from BermudanExercise | |
| BermudanExercise (const std::vector< Date > &dates, bool payoffAtExpiry=false) | |
Public Member Functions inherited from EarlyExercise | |
| 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_ |
Swing exercise.
A Swing option can only be exercised at a set of fixed date times