quantlib.instruments.exercise.AmericanExercise

class AmericanExercise(Date latest_exercise_date, Date earliest_exercise_date=None)

Bases: Exercise

__init__()

Creates an AmericanExercise.

Parameters:

• latest_exercise_date – Latest exercise date for the option

• earliest_exercise_date – Earliest exercise date for the option (default to None)

Methods

__init__	Creates an AmericanExercise.
dates(self)

Attributes

American
Bermudan
European
last_date
type