QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
Public Member Functions | List of all members
AmericanCondition Class Reference

American exercise condition. More...

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

Inherits CurveDependentStepCondition< array_type >.

Public Member Functions

 AmericanCondition (Option::Type type, Real strike)
 
 AmericanCondition (const Array &intrinsicValues)
 

Detailed Description

American exercise condition.