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stepcondition.hpp
Langue: en
Version: 378139 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/methods/finitedifferences/stepcondition.hpp -conditions to be applied at every time step
SYNOPSIS
#include <ql/math/array.hpp>
#include <ql/instruments/payoffs.hpp>
Classes
class StepCondition< array_type >
condition to be applied at every time step
class NullCondition< array_type >
null step condition
Detailed Description
conditions to be applied at every time step
Author
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