StepCondition Class Template Reference
[Finite-differences framework]
#include <ql/methods/finitedifferences/stepcondition.hpp>
Inheritance diagram for StepCondition:

Detailed Description
template<class array_type>
class QuantLib::StepCondition< array_type >
condition to be applied at every time step
Public Member Functions | |
virtual void | applyTo (array_type &a, Time t) const=0 |