AmericanCondition Class Reference

#include <ql/FiniteDifferences/americancondition.hpp>

Inheritance diagram for AmericanCondition:

Inheritance graph
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List of all members.

Detailed Description

American exercise condition.

Todo:
unify the intrinsicValues/Payoff thing


Public Member Functions

 AmericanCondition (Option::Type type, Real strike)
 AmericanCondition (const Array &intrinsicValues)
void applyTo (Array &a, Time t) const
void applyTo (boost::shared_ptr< DiscretizedAsset > asset) const


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