QuantLib_AmericanCondition

Langue: en

Autres versions - même langue

Version: 383332 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::AmericanCondition -

American exercise condition.

SYNOPSIS


#include <ql/methods/finitedifferences/americancondition.hpp>

Inherits QuantLib::CurveDependentStepCondition< Array >.

Public Member Functions


AmericanCondition (Option::Type type, Real strike)

AmericanCondition (const Array &intrinsicValues)

Detailed Description

American exercise condition.

Possible enhancements

unify the intrinsicValues/Payoff thing

Author

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