C# Class QLNet.BermudanExercise

Inheritance: EarlyExercise

Mostra file 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