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shoutcondition.hpp
Langue: en
Version: 374509 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/methods/finitedifferences/shoutcondition.hpp -shout option exercise condition
SYNOPSIS
#include <ql/methods/finitedifferences/fdtypedefs.hpp>
#include <ql/discretizedasset.hpp>
#include <ql/instruments/payoffs.hpp>
Classes
class ShoutCondition
Shout option condition.
Detailed Description
shout option exercise condition
Author
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