![]() QuantLib 0.3.11Getting startedReference manual |
FDBermudanEngine Class Reference |
Public Member Functions | |
FDBermudanEngine (Size timeSteps=100, Size gridPoints=100, bool timeDependent=false) | |
void | calculate () const |
Protected Member Functions | |
void | initializeStepCondition () const |
void | executeIntermediateStep (Size) const |
Protected Attributes | |
Real | extraTermInBermudan |
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