FdStepConditionOption Class Reference

#include <ql/Pricers/fdstepconditionoption.hpp>

Inheritance diagram for FdStepConditionOption:

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List of all members.

Detailed Description

option executing additional code at each time step


Protected Member Functions

 FdStepConditionOption (Option::Type type, Real underlying, Real strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, Volatility volatility, Size timeSteps, Size gridPoints)
void calculate () const
virtual void initializeStepCondition () const =0

Protected Attributes

boost::shared_ptr< StandardStepConditionstepCondition_
Size timeSteps_


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