controlBCs_ (3) Linux Manual Page
QuantLib::FDStepConditionEngine – Finite-differences pricing engine for American-style vanilla options. Synopsis #include <ql/pricingengines/vanilla/fdstepconditionengine.hpp> Inherits QuantLib::FDVanillaEngine. Public Member Functions FDStepConditionEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps, Size gridPoints, bool timeDependent=false) Protected Member Functions virtual void initializeStepCondition () const =0 virtual void calculate (PricingEngine::results *) const Protected Attributes boost::shared_ptr< StandardStepCondition > stepCondition_ SampledCurve prices_ TridiagonalOperator controlOperator_ std::vector<…
