functions to construct and use Exercise objects.
The first step is to load the QuantLib package.
Needs["QuantLib`"]
Within the Exercise part there are several constructors and member functions available
In[720]:=
Select[Category[Exercise],QLConstructor[#]&]
Out[720]=
In[721]:=
Select[Category[Exercise],QLMember[#]&]
Out[721]=
In[726]:=
In[728]:=
obj=AmericanExercise[EarliestDate,LatestDate]
Out[728]=
EuropeanExercise
In[729]:=
In[730]:=
obj=EuropeanExercise[ExpiryDate]
Out[730]=
BermudanExercise
In[731]:=
In[732]:=
obj=BermudanExercise[Dates]
Out[732]=
ExerciseDates
In[733]:=
ExerciseDates[obj]
Out[733]=
ExerciseLastDate
In[734]:=
ExerciseLastDate[obj]
Out[734]=
