QuantLib_ZeroCondition (3) - Linux Manuals
QuantLib_ZeroCondition: Zero exercise condition.
NAME
QuantLib::ZeroCondition - Zero exercise condition.
SYNOPSIS
#include <ql/methods/finitedifferences/zerocondition.hpp>
Inherits StepCondition< array_type >.
Public Member Functions
void applyTo (array_type &a, Time) const
Detailed Description
template<class array_type> class QuantLib::ZeroCondition< array_type >
Zero exercise condition.Used in CEV models
Author
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