AmericanCondition (3) Linux Manual Page
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