AmericanCondition Class Reference#include <ql/FiniteDifferences/americancondition.hpp>
Inheritance diagram for AmericanCondition:
[legend]List of all members.
Detailed Description
American exercise condition.
- Todo:
- unify the intrinsicValues/Payoff thing
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Public Member Functions |
| AmericanCondition (Option::Type type, Real strike) |
| AmericanCondition (const Array &intrinsicValues) |
void | applyTo (Array &a, Time t) const |
void | applyTo (boost::shared_ptr< DiscretizedAsset > asset) const |
Member Function Documentation
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