FdStepConditionOption Class Reference#include <ql/Pricers/fdstepconditionoption.hpp>
Inheritance diagram for FdStepConditionOption:
[legend]List of all members.
Detailed Description
option executing additional code at each time step
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Protected Member Functions |
| FdStepConditionOption (Option::Type type, double underlying, double strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, double volatility, int timeSteps, int gridPoints) |
void | calculate () const |
virtual void | initializeStepCondition () const=0 |
Protected Attributes |
Handle< StandardStepCondition > | stepCondition_ |
int | timeSteps_ |
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