Uses of Class
org.quantlib.Exercise

Uses of Exercise in org.quantlib

Subclasses of Exercise in org.quantlib

Modifier and Type	Class	Description
class	AmericanExercise
class	BermudanExercise
class	EuropeanExercise
class	RebatedExercise
class	SwingExercise

Methods in org.quantlib that return Exercise

Modifier and Type	Method	Description
Exercise	Option.exercise()

Methods in org.quantlib with parameters of type Exercise

Modifier and Type	Method	Description
protected static long	Exercise.getCPtr(Exercise obj)
static FdmStepConditionComposite	FdmStepConditionComposite.vanillaComposite(DividendSchedule schedule, Exercise exercise, FdmMesher mesher, FdmInnerValueCalculator calculator, Date refDate, DayCounter dayCounter)

Constructors in org.quantlib with parameters of type Exercise

Constructor	Description
BarrierOption(Barrier.Type barrierType, double barrier, double rebate, StrikedTypePayoff payoff, Exercise exercise)
BasketOption(BasketPayoff payoff, Exercise exercise)
CdsOption(CreditDefaultSwap swap, Exercise exercise)
CdsOption(CreditDefaultSwap swap, Exercise exercise, boolean knocksOut)
ComplexChooserOption(Date choosingDate, double strikeCall, double strikePut, Exercise exerciseCall, Exercise exercisePut)
CompoundOption(StrikedTypePayoff motherPayoff, Exercise motherExercise, StrikedTypePayoff daughterPayoff, Exercise daughterExercise)
ContinuousAveragingAsianOption(Average.Type averageType, StrikedTypePayoff payoff, Exercise exercise)
ContinuousFixedLookbackOption(double currentMinmax, StrikedTypePayoff payoff, Exercise exercise)
ContinuousFloatingLookbackOption(double currentMinmax, TypePayoff payoff, Exercise exercise)
ContinuousPartialFixedLookbackOption(Date lookbackPeriodStart, StrikedTypePayoff payoff, Exercise exercise)
ContinuousPartialFloatingLookbackOption(double currentMinmax, double lambda, Date lookbackPeriodEnd, TypePayoff payoff, Exercise exercise)
ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule)
ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule, double redemption)
ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod)
ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod, Calendar exCouponCalendar)
ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule)
ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption)
ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod)
ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod, Calendar exCouponCalendar)
ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
ConvertibleZeroCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DayCounter dayCounter, Schedule schedule)
ConvertibleZeroCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DayCounter dayCounter, Schedule schedule, double redemption)
DiscreteAveragingAsianOption(Average.Type averageType, double runningAccumulator, long pastFixings, DateVector fixingDates, StrikedTypePayoff payoff, Exercise exercise)
DiscreteAveragingAsianOption(Average.Type averageType, DateVector fixingDates, StrikedTypePayoff payoff, Exercise exercise)
DiscreteAveragingAsianOption(Average.Type averageType, DateVector fixingDates, StrikedTypePayoff payoff, Exercise exercise, DoubleVector allPastFixings)
DividendBarrierOption(Barrier.Type barrierType, double barrier, double rebate, StrikedTypePayoff payoff, Exercise exercise, DateVector dividendDates, DoubleVector dividends)
DividendVanillaOption(StrikedTypePayoff payoff, Exercise exercise, DateVector dividendDates, DoubleVector dividends)
DoubleBarrierOption(DoubleBarrier.Type barrierType, double barrier_lo, double barrier_hi, double rebate, StrikedTypePayoff payoff, Exercise exercise)
EuropeanOption(StrikedTypePayoff payoff, Exercise exercise)
EverestOption(double notional, double guarantee, Exercise exercise)
FloatFloatSwaption(FloatFloatSwap swap, Exercise exercise)
FloatFloatSwaption(FloatFloatSwap swap, Exercise exercise, Settlement.Type delivery)
FloatFloatSwaption(FloatFloatSwap swap, Exercise exercise, Settlement.Type delivery, Settlement.Method settlementMethod)
ForwardVanillaOption(double moneyness, Date resetDate, StrikedTypePayoff payoff, Exercise exercise)
MargrabeOption(int Q1, int Q2, Exercise arg2)
NonstandardSwaption(NonstandardSwap swap, Exercise exercise)
NonstandardSwaption(NonstandardSwap swap, Exercise exercise, Settlement.Type type)
NonstandardSwaption(NonstandardSwap swap, Exercise exercise, Settlement.Type type, Settlement.Method settlementMethod)
PartialTimeBarrierOption(Barrier.Type barrierType, PartialBarrier.Range barrierRange, double barrier, double rebate, Date coverEventDate, StrikedTypePayoff payoff, Exercise exercise)
QuantoBarrierOption(Barrier.Type barrierType, double barrier, double rebate, StrikedTypePayoff payoff, Exercise exercise)
QuantoDoubleBarrierOption(DoubleBarrier.Type barrierType, double barrier_lo, double barrier_hi, double rebate, StrikedTypePayoff payoff, Exercise exercise)
QuantoForwardVanillaOption(double moneyness, Date resetDate, StrikedTypePayoff payoff, Exercise exercise)
QuantoVanillaOption(StrikedTypePayoff payoff, Exercise exercise)
RebatedExercise(Exercise exercise, DoubleVector rebates)
RebatedExercise(Exercise exercise, DoubleVector rebates, long rebateSettlementDays)
RebatedExercise(Exercise exercise, DoubleVector rebates, long rebateSettlementDays, Calendar rebatePaymentCalendar)
RebatedExercise(Exercise exercise, DoubleVector rebates, long rebateSettlementDays, Calendar rebatePaymentCalendar, BusinessDayConvention rebatePaymentConvention)
SimpleChooserOption(Date choosingDate, double strike, Exercise exercise)
SpreadOption(PlainVanillaPayoff payoff, Exercise exercise)
Swaption(VanillaSwap swap, Exercise exercise)
Swaption(VanillaSwap swap, Exercise exercise, Settlement.Type type)
Swaption(VanillaSwap swap, Exercise exercise, Settlement.Type type, Settlement.Method settlementMethod)
VanillaOption(StrikedTypePayoff payoff, Exercise exercise)