Bojan Nikolic: Using and Understanding the QuantLib Addin

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qlEuropeanExercise – create an object defining a derivative that can only be exercised at maturity

European options are options that can only be exercised on their maturity date. The qlEuropeanExercise function creates an object of type Exercise that can subsequently be used to specify that a derivative can be exercised only on the specified maturity date.


=qlEuropeanExercise(<ObjPrefix>, <ExpiryDate>)

Optional prefix for names of objects created with this function


Date at which the option can be exercised. Can be an absolute date or an interval such as 1Y