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Class EarlyExercise

Early-exercise base class

The payoff can be at exercise (the default) or at expiry

Hierarchy

Index

Enumerations

Properties

Accessors

Methods

Properties

Protected _dates

_dates: Date[] = []

Private _payoffAtExpiry

_payoffAtExpiry: boolean

Protected _type

_type: Type

Accessors

isDisposed

  • get isDisposed(): boolean

Methods

date

  • date(index: Size): Date

  • Parameters

    Returns Date

dates

  • dates(): Date[]

  • Returns Date[]

dispose

  • dispose(): void

  • Returns void

eeInit

  • Parameters

    • type: Type
    • Default value payoffAtExpiry: boolean = false

    Returns EarlyExercise

init

lastDate

  • lastDate(): Date

payoffAtExpiry

  • payoffAtExpiry(): boolean

  • Returns boolean

type