quantlib.exercise.

BermudanExercise

class BermudanExercise(list dates, bool payoff_at_expiry=False)

Bases: Exercise

Bermudan exercise

A Bermudan option can only be exercised at a set of fixed dates.

Parameters:

dateslist of exercise dates

payoff_at_expirybool

Attributes:

last_date

type

Methods

dates(self)

all exercise dates