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

Zero exercise condition. More...

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

+ Inheritance diagram for ZeroCondition< array_type >:

Public Member Functions

void applyTo (array_type &a, Time) const
 

Detailed Description

template<class array_type>
class QuantLib::ZeroCondition< array_type >

Zero exercise condition.

Used in CEV models