C# Class QLNet.BermudanExercise

Inheritance: EarlyExercise
Datei anzeigen Open project: ammachado/QLNet Class Usage Examples

Public Methods

Method Description
BermudanExercise ( List dates ) : System
BermudanExercise ( List dates, bool payoffAtExpiry ) : System

Method Details

BermudanExercise() public method

public BermudanExercise ( List dates ) : System
dates List
return System

BermudanExercise() public method

public BermudanExercise ( List dates, bool payoffAtExpiry ) : System
dates List
payoffAtExpiry bool
return System