Search
Preparing search index...
The search index is not available
quantlib.js
Options
All
Public
Public/Protected
All
Inherited
Externals
Only exported
Menu
Globals
"ql/exercise"
BermudanExercise
Class BermudanExercise
Bermudan exercise
A Bermudan option can only be exercised at a set of fixed dates.
Hierarchy
EarlyExercise
BermudanExercise
SwingExercise
Index
Properties
_dates
_type
Accessors
is
Disposed
Methods
be
Init
date
dates
dispose
ee
Init
init
last
Date
payoff
AtExpiry
type
Properties
Protected
_dates
_dates
:
Date
[]
= []
Protected
_type
_type
:
Type
Accessors
is
Disposed
get
isDisposed
(
)
:
boolean
Returns
boolean
Methods
be
Init
be
Init
(
dates
:
Date
[]
, payoffAtExpiry
?:
boolean
)
:
BermudanExercise
Parameters
dates:
Date
[]
Default value
payoffAtExpiry:
boolean
= false
Returns
BermudanExercise
date
date
(
index
:
Size
)
:
Date
Parameters
index:
Size
Returns
Date
dates
dates
(
)
:
Date
[]
Returns
Date
[]
dispose
dispose
(
)
:
void
Returns
void
ee
Init
ee
Init
(
type
:
Type
, payoffAtExpiry
?:
boolean
)
:
EarlyExercise
Parameters
type:
Type
Default value
payoffAtExpiry:
boolean
= false
Returns
EarlyExercise
init
init
(
type
:
Type
)
:
Exercise
Parameters
type:
Type
Returns
Exercise
last
Date
last
Date
(
)
:
Date
Returns
Date
payoff
AtExpiry
payoff
AtExpiry
(
)
:
boolean
Returns
boolean
type
type
(
)
:
Type
Returns
Type
Globals
"ql/exercise"
American
Exercise
Bermudan
Exercise
_dates
_type
is
Disposed
be
Init
date
dates
dispose
ee
Init
init
last
Date
payoff
AtExpiry
type
Early
Exercise
European
Exercise
Exercise
Bermudan exercise
A Bermudan option can only be exercised at a set of fixed dates.