org.jquantlib.exercise

Class EuropeanExercise

java.lang.Object

org.jquantlib.exercise.Exercise

org.jquantlib.exercise.EuropeanExercise

public class EuropeanExercise
extends Exercise

A European option can only be exercised at one (expiry) date.

Nested Class Summary

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

Exercise.Type

Constructor Summary

Constructors

Constructor and Description
EuropeanExercise(Date date) Defines the exercise date for an European Option.

Method Summary

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

Constructor Detail

EuropeanExercise

public EuropeanExercise(Date date)

Defines the exercise date for an European Option.

Parameters:

date - is the exercise date