FDAmericanCondition Class Template Reference

#include <ql/PricingEngines/Vanilla/fdconditions.hpp>

List of all members.


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