QuantLib_StepCondition (3) - Linux Manuals
QuantLib_StepCondition: condition to be applied at every time step
NAME
QuantLib::StepCondition - condition to be applied at every time step
SYNOPSIS
#include <ql/methods/finitedifferences/stepcondition.hpp>
Public Member Functions
virtual void applyTo (array_type &a, Time t) const =0
Detailed Description
template<class array_type> class QuantLib::StepCondition< array_type >
condition to be applied at every time step
Author
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