QuantLib_ZeroCondition (3) Linux Manual Page

QuantLib::ZeroCondition – 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

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