QuantLib_ZeroCondition man page

ZeroCondition< array_type > — Zero exercise condition.  

Synopsis

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

Inherits StepCondition< array_type >.

Public Member Functions

void applyTo (array_type &a, Time) const

Detailed Description

template<class array_type>

class QuantLib::ZeroCondition< array_type >" Zero exercise condition.

Used in CEV models

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Feb 10 2017 Version 1.9.1 QuantLib