QuantLib_StepCondition (3) - Linux Man Pages

QuantLib_StepCondition: condition to be applied at every time step

NAME

QuantLib::StepCondition - condition to be applied at every time step

SYNOPSIS


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

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

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