quantlib.exercise.

AmericanExercise

class AmericanExercise(Date latest_exercise_date, Date earliest_exercise_date=None)

Bases: Exercise

American exercise

An American option can be exercised at any time between to predefined dates; the first date might be amitted, in which case the option can be exercied at any time before the expiry.

Parameters:

latest_exercise_dateDate

Latest exercise date for the option

earliest_exercise_dateDate | None

Earliest exercise date for the option

Attributes:

last_date

type

Methods

dates(self)

all exercise dates