Rechercher une page de manuel
QuantLib_ZeroCondition
Langue: en
Version: 373140 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::ZeroCondition -Zero exercise condition.
SYNOPSIS
#include <ql/methods/finitedifferences/zerocondition.hpp>
Inherits QuantLib::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
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre