quantlib.instruments.exercise.BermudanExercise

class BermudanExercise(list dates, bool payoff_at_expiry=False)

Bases: Exercise

__init__()

Bermudan exercise

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

Parameters:

• dates (list of exercise dates)

• payoff_at_expiry (bool)

Methods

__init__	Bermudan exercise
dates(self)

Attributes

American
Bermudan
European
last_date
type