- QuantLib
- SwingExercise
Swing exercise. More...
#include <ql/instruments/vanillaswingoption.hpp>
Public Member Functions | |
SwingExercise (const std::vector< Date > &dates, const std::vector< Size > &seconds=std::vector< Size >()) | |
SwingExercise (const Date &from, const Date &to, Size stepSizeSecs) | |
const std::vector< Size > & | seconds () const |
std::vector< Time > | exerciseTimes (const DayCounter &dc, const Date &refDate) const |
Swing exercise.
A Swing option can only be exercised at a set of fixed date times