QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
StepCondition< array_type > Class Template Referenceabstract

condition to be applied at every time step More...

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

+ Inheritance diagram for StepCondition< array_type >:

Public Member Functions

virtual void applyTo (array_type &a, Time t) const =0
 

Detailed Description

template<class array_type>
class QuantLib::StepCondition< array_type >

condition to be applied at every time step