StepCondition Class Template Reference
[Finite-differences framework]

#include <ql/methods/finitedifferences/stepcondition.hpp>

Inheritance diagram for StepCondition:

List of all members.


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