American exercise condition. More...
#include <ql/methods/finitedifferences/americancondition.hpp>
Inheritance diagram for AmericanCondition:Public Member Functions | |
| AmericanCondition (const Array &intrinsicValues) | |
| QL_DEPRECATED | AmericanCondition (Option::Type type, Real strike) |
| void | applyTo (Array &a, Time) const |
American exercise condition.
| QL_DEPRECATED AmericanCondition | ( | Option::Type | type, |
| Real | strike | ||
| ) |