StepCondition Class Template Reference
[Finite-differences framework]

#include <ql/FiniteDifferences/stepcondition.hpp>

Inheritance diagram for StepCondition:

Inheritance graph
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List of all members.

Detailed Description

template<class arrayType>
class QuantLib::StepCondition< arrayType >

condition to be applied at every time step


Public Member Functions

virtual void applyTo (arrayType &a, Time t) const =0
virtual void applyTo (boost::shared_ptr< DiscretizedAsset >) const =0


Member Function Documentation

virtual void applyTo boost::shared_ptr< DiscretizedAsset  )  const [pure virtual]
 

Deprecated:
use adjustValues() on the asset itself

Implemented in AmericanCondition, and ShoutCondition.


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