QuantLib_AmericanCondition (3) - Linux Manuals
QuantLib_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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