Class AmericanExercise

Namespace

NanoQL

Assembly

NanoQL.dll

American exercise: the option can be exercised at any time between two predefined dates. The first date might be omitted, in which case the option can be exercised at any time before the expiry.

public sealed class AmericanExercise : EarlyExercise

Inheritance

object

Exercise

EarlyExercise

AmericanExercise

Inherited Members

EarlyExercise.PayoffAtExpiry

Exercise.Date(int)

Exercise.DateAt(int)

Exercise.LastDate()

Exercise.Type

Exercise.Dates

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

Its dates are the earliest and the latest exercise dates, in that order. The inherited Date(int) is a method, so inside this class the Date type is written NanoQL.Time.Date wherever an expression needs it.

Constructors

AmericanExercise(Date, Date, bool)

Initializes a new instance of the AmericanExercise class between two dates.

public AmericanExercise(Date earliestDate, Date latestDate, bool payoffAtExpiry = false)

Parameters

earliestDate Date

The earliest exercise date.

latestDate Date

The latest exercise date.

payoffAtExpiry bool

Whether the payoff is paid at expiry rather than at exercise.

Exceptions

ArgumentException

earliestDate is after latestDate, or a date is default(Date).

AmericanExercise(Date, bool)

Initializes a new instance of the AmericanExercise class up to a date: its earliest date is MinDate.

public AmericanExercise(Date latestDate, bool payoffAtExpiry = false)

Parameters

latestDate Date

The latest exercise date.

payoffAtExpiry bool

Whether the payoff is paid at expiry rather than at exercise.

Exceptions

ArgumentException

latestDate is default(Date).