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americancondition.hpp
Langue: en
Version: 158756 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/methods/finitedifferences/americancondition.hpp - american option exercise conditionSYNOPSIS
#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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