AmericanCondition (3) - Linux Manuals

AmericanCondition: American exercise condition.

NAME

QuantLib::AmericanCondition - American exercise condition.

SYNOPSIS

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

Inherits CurveDependentStepCondition< 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

Author

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