stepcondition (3) - Linux Manuals

stepcondition: conditions to be applied at every time step

NAME

ql/methods/finitedifferences/stepcondition.hpp - conditions to be applied at every time step

SYNOPSIS

#include <ql/math/array.hpp>
#include <ql/instruments/payoffs.hpp>

Classes

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

Detailed Description

conditions to be applied at every time step

Author

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