americancondition.hpp

Langue: en

Autres versions - même langue

Version: 377011 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/methods/finitedifferences/americancondition.hpp -

american option exercise condition

SYNOPSIS


#include <ql/methods/finitedifferences/fdtypedefs.hpp>
#include <ql/discretizedasset.hpp>
#include <ql/instruments/payoffs.hpp>

Classes


class AmericanCondition
American exercise condition.

Detailed Description

american option exercise condition

Author

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