Bojan Nikolic: Using and Understanding the QuantLib Addin

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qlExerciseDates – Return the dates on which an option can be exercised

Returns the sequence of dates on which the option can be exercised.

Usage:

=qlExerciseDates(<ExerciseObj>)
<ExerciseObj>

Object defining the option exercise.

Example

First Date

2011-06-01

->

First Date

2011-06-01

Last Date

2012-06-01

->

Last Date

2012-06-01

ExerciseObj

=qlAmericanExercise(RC[-1],R[-2]C,R[-1]C)

->

ExerciseObj

ExerciseObj#0000

Dates

=qlExerciseDates(R[-1]C)

->

Dates

2011-06-01

nil

2012-06-01

->

nil

2012-06-01