americancondition(3)

QuantLib::AmericanCondition – American exercise condition.

Synopsis

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

Inherits CurveDependentStepCondition< Array >.

Public Member Functions

AmericanCondition (Option::Type type, Real strike)

AmericanCondition (const Array &intrinsicValues)

Detailed Description

American exercise condition.

Possible enhancements

unify the intrinsicValues/Payoff thing

Author

Generated automatically by Doxygen for QuantLib from the source code.