AmericanCondition Class Reference

American exercise condition. More...

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

Inheritance diagram for AmericanCondition:

Public Member Functions
	AmericanCondition (const Array &intrinsicValues)
QL_DEPRECATED	AmericanCondition (Option::Type type, Real strike)
void	applyTo (Array &a, Time) const

Detailed Description

American exercise condition.

Constructor & Destructor Documentation

AmericanCondition()

QL_DEPRECATED AmericanCondition	(	Option::Type	type,
		Real	strike
	)

Deprecated:

Use the other constructor. Deprecated in version 1.19.