QuantLib_ZeroCondition

Langue: en

Autres versions - même langue

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

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