QuantLib_AmericanCondition man page

AmericanCondition — American exercise condition.

Synopsis

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

Inherits CurveDependentStepCondition< array_type >.

Public Member Functions

AmericanCondition (Option::Type type, Real strike)

AmericanCondition (const Array &intrinsicValues)

Detailed Description

American exercise condition.

Author

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Referenced By

AmericanCondition(3) is an alias of QuantLib_AmericanCondition(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib