FDAmericanCondition Class Template Reference
#include <ql/PricingEngines/Vanilla/fdconditions.hpp>
Detailed Description
template<typename baseEngine>
class QuantLib::FDAmericanCondition< baseEngine >
Generate engine with specific conditions
Public Member Functions | |
FDAmericanCondition (Size timeSteps=100, Size gridPoints=100, bool timeDependent=false) | |
Protected Member Functions | |
void | initializeStepCondition () const |