AmericanCondition Class Reference
American exercise condition. More...
#include <ql/methods/finitedifferences/americancondition.hpp>
Inherits QuantLib::CurveDependentStepCondition< QuantLib::Array >.
Public Member Functions | |
AmericanCondition (Option::Type type, Real strike) | |
AmericanCondition (const Array &intrinsicValues) |
Detailed Description
American exercise condition.
- Possible enhancements:
- unify the intrinsicValues/Payoff thing