org.jquantlib.exercise

Class EarlyExercise

java.lang.Object

org.jquantlib.exercise.Exercise

org.jquantlib.exercise.EarlyExercise

Direct Known Subclasses:

AmericanExercise, BermudanExercise

public abstract class EarlyExercise
extends Exercise

Early exercise base class

Nested Class Summary

Nested classes/interfaces inherited from class org.jquantlib.exercise.Exercise

Exercise.Type

Method Summary

Modifier and Type	Method and Description
boolean	payoffAtExpiry() Returns the payoff at expiry

Methods inherited from class org.jquantlib.exercise.Exercise

date, dates, lastDate, size, type

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

payoffAtExpiry

public boolean payoffAtExpiry()

Returns the payoff at expiry

Returns:

the payoff at expiry