ql/methods/finitedifferences/stepcondition.hpp File Reference

conditions to be applied at every time step More...

#include <ql/math/array.hpp>
#include <ql/instruments/payoffs.hpp>
Include dependency graph for stepcondition.hpp:

Classes

class  StepCondition< array_type >
 condition to be applied at every time step More...
class  NullCondition< array_type >
 null step condition More...

Detailed Description

conditions to be applied at every time step