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QuantLib_AmericanCondition
Langue: en
Version: 383332 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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Contenus ©2006-2024 Benjamin Poulain
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