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quantlib.js
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Globals
"ql/exercise"
EuropeanExercise
Class EuropeanExercise
European exercise
A European option can only be exercised at one (expiry) date.
Hierarchy
Exercise
EuropeanExercise
Index
Enumerations
Type
Constructors
constructor
Properties
_dates
_type
Accessors
is
Disposed
Methods
date
dates
dispose
init
last
Date
type
Constructors
constructor
new
European
Exercise
(
date
:
Date
)
:
EuropeanExercise
Parameters
date:
Date
Returns
EuropeanExercise
Properties
Protected
_dates
_dates
:
Date
[]
= []
Protected
_type
_type
:
Type
Accessors
is
Disposed
get
isDisposed
(
)
:
boolean
Returns
boolean
Methods
date
date
(
index
:
Size
)
:
Date
Parameters
index:
Size
Returns
Date
dates
dates
(
)
:
Date
[]
Returns
Date
[]
dispose
dispose
(
)
:
void
Returns
void
init
init
(
type
:
Type
)
:
Exercise
Parameters
type:
Type
Returns
Exercise
last
Date
last
Date
(
)
:
Date
Returns
Date
type
type
(
)
:
Type
Returns
Type
Globals
"ql/exercise"
American
Exercise
Bermudan
Exercise
Early
Exercise
European
Exercise
Type
constructor
_dates
_type
is
Disposed
date
dates
dispose
init
last
Date
type
Exercise
European exercise
A European option can only be exercised at one (expiry) date.