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quantlib.js
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Globals
"ql/instruments/vanillaswingoption"
SwingExercise
Class SwingExercise
Swing exercise
A Swing option can only be exercised at a set of fixed date times
Hierarchy
BermudanExercise
SwingExercise
Index
Properties
_dates
_seconds
_type
Accessors
is
Disposed
Methods
be
Init
date
dates
dispose
ee
Init
exercise
Times
init
last
Date
payoff
AtExpiry
se
Init1
se
Init2
seconds
type
Properties
Protected
_dates
_dates
:
Date
[]
= []
Private
_seconds
_seconds
:
Size
[]
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
exercise
Times
exercise
Times
(
dc
:
DayCounter
, refDate
:
Date
)
:
Time
[]
Parameters
dc:
DayCounter
refDate:
Date
Returns
Time
[]
init
init
(
type
:
Type
)
:
Exercise
Parameters
type:
Type
Returns
Exercise
last
Date
last
Date
(
)
:
Date
Returns
Date
payoff
AtExpiry
payoff
AtExpiry
(
)
:
boolean
Returns
boolean
se
Init1
se
Init1
(
dates
:
Date
[]
, seconds
?:
Size
[]
)
:
SwingExercise
Parameters
dates:
Date
[]
Default value
seconds:
Size
[]
= []
Returns
SwingExercise
se
Init2
se
Init2
(
from
:
Date
, to
:
Date
, stepSizeSecs
:
Size
)
:
SwingExercise
Parameters
from:
Date
to:
Date
stepSizeSecs:
Size
Returns
SwingExercise
seconds
seconds
(
)
:
Size
[]
Returns
Size
[]
type
type
(
)
:
Type
Returns
Type
Globals
"ql/instruments/vanillaswingoption"
Swing
Exercise
_dates
_seconds
_type
is
Disposed
be
Init
date
dates
dispose
ee
Init
exercise
Times
init
last
Date
payoff
AtExpiry
se
Init1
se
Init2
seconds
type
Vanilla
Forward
Payoff
Vanilla
Swing
Option
sec
Per
Day
create
Date
Times
Swing exercise
A Swing option can only be exercised at a set of fixed date times