Overview

functions to construct and use Exercise objects.

Function List

qlAmericanExercise ()
qlBermudanExercise ()
qlEuropeanExercise ()
qlExerciseDates ()
qlExerciseLastDate ()

Function Documentation

qlAmericanExercise

string returnValue
 
qlAmericanExercise(
        string ObjectId
        long EarliestDate
        long LatestDate
        bool PayoffAtExpiry
        bool Permanent
        any Trigger
        bool Overwrite)

Description:

Construct an object of class AmericanExercise and return its id

Supported Platforms:

Excel, C++

Parameters

ObjectId	id of object to be created
EarliestDate	earliest exercise date.
LatestDate	latest exercise date.
PayoffAtExpiry	payoff at expiry. Default value = false.
Permanent	object permanent/nonpermanent
Trigger	dependency tracking trigger
Overwrite	overwrite flag

qlBermudanExercise

string returnValue
 
qlBermudanExercise(
        string ObjectId
        vector<long> Dates
        bool PayoffAtExpiry
        bool Permanent
        any Trigger
        bool Overwrite)

Description:

Construct an object of class BermudanExercise and return its id

Supported Platforms:

Excel, C++

Parameters

ObjectId	id of object to be created
Dates	dates.
PayoffAtExpiry	payoff at expiry. Default value = false.
Permanent	object permanent/nonpermanent
Trigger	dependency tracking trigger
Overwrite	overwrite flag

qlEuropeanExercise

string returnValue
 
qlEuropeanExercise(
        string ObjectId
        long ExpiryDate
        bool Permanent
        any Trigger
        bool Overwrite)

Description:

Construct an object of class EuropeanExercise and return its id

Supported Platforms:

Excel, Calc, Guile, C, C++

Parameters

ObjectId	id of object to be created
ExpiryDate	expiry date.
Permanent	object permanent/nonpermanent
Trigger	dependency tracking trigger
Overwrite	overwrite flag

qlExerciseDates

vector<long> returnValue
 
qlExerciseDates(
        string ObjectId
        any Trigger)

Description:

Returns all exercise dates.

Supported Platforms:

Excel

Parameters

ObjectId	id of existing QuantLib::Exercise object
Trigger	dependency tracking trigger

qlExerciseLastDate

long returnValue
 
qlExerciseLastDate(
        string ObjectId
        any Trigger)

Description:

Returns last exercise date.

Supported Platforms:

Excel

Parameters

ObjectId	id of existing QuantLib::Exercise object
Trigger	dependency tracking trigger