QuantLib_StepCondition

Langue: en

Autres versions - même langue

Version: 373667 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::StepCondition -

condition to be applied at every time step

SYNOPSIS


#include <ql/methods/finitedifferences/stepcondition.hpp>

Inherited by CurveDependentStepCondition< array_type >, NullCondition< array_type >, and ZeroCondition< array_type >.

Public Member Functions


virtual void applyTo (array_type &a, Time t) const =0

Detailed Description

template<class array_type> class QuantLib::StepCondition< array_type >

condition to be applied at every time step

Author

Generated automatically by Doxygen for QuantLib from the source code.