Main Page   Namespace List   Class Hierarchy   Alphabetical List   Compound List   File List   Namespace Members   Compound Members   File Members  

BermudanOption.h File Reference

Detailed Description

Some Bermudan options. Exercise is allowed at an arbitrary sequence of times. American options are treated as the special case where exercise is possible at each time step.

Definition in file BermudanOption.h.

#include "Option.h"
#include "Trigger.h"

Go to the source code of this file.


class  BermudanSwaption

Generated on Mon Sep 22 02:16:32 2003 for Libor-Library by doxygen1.3-rc3