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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_f_d_bermudan_engine.html">FDBermudanEngine</a></div>
<h1>FDBermudanEngine Class Reference<br>
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[<a class="el" href="group__vanillaengines.html">Vanilla option engines</a>]</small>
</h1><!-- doxytag: class="QuantLib::FDBermudanEngine" --><!-- doxytag: inherits="QuantLib::VanillaOption::engine,QuantLib::FDMultiPeriodEngine" --><code>#include <ql/PricingEngines/Vanilla/fdbermudanengine.hpp></code>
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Inheritance diagram for FDBermudanEngine:<p><center><img src="class_quant_lib_1_1_f_d_bermudan_engine__inherit__graph.png" border="0" usemap="#_f_d_bermudan_engine__inherit__map" alt="Inheritance graph"></center>
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_f_d_bermudan_engine-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Finite-differences Bermudan engine. <dl compact><dt><b>Examples: </b></dt><dd>
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<a class="el" href="_equity_option_8cpp-example.html#_a27">EquityOption.cpp</a>.</dl>
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1ca1db5bd6b19e77eeb0e85239cd3306"></a><!-- doxytag: member="QuantLib::FDBermudanEngine::FDBermudanEngine" ref="1ca1db5bd6b19e77eeb0e85239cd3306" args="(Size timeSteps=100, Size gridPoints=100, bool timeDependent=false)" -->
</td><td class="memItemRight" valign="bottom"><b>FDBermudanEngine</b> (Size timeSteps=100, Size gridPoints=100, bool timeDependent=false)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="082ff96da379d5e17436372ccb3c0972"></a><!-- doxytag: member="QuantLib::FDBermudanEngine::calculate" ref="082ff96da379d5e17436372ccb3c0972" args="() const" -->
void </td><td class="memItemRight" valign="bottom"><b>calculate</b> () const</td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f64917a4ef9da2d589092765ab254de2"></a><!-- doxytag: member="QuantLib::FDBermudanEngine::initializeStepCondition" ref="f64917a4ef9da2d589092765ab254de2" args="() const" -->
void </td><td class="memItemRight" valign="bottom"><b>initializeStepCondition</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d6519d508f2c03528b21a9dfbe0f3e90"></a><!-- doxytag: member="QuantLib::FDBermudanEngine::executeIntermediateStep" ref="d6519d508f2c03528b21a9dfbe0f3e90" args="(Size) const" -->
void </td><td class="memItemRight" valign="bottom"><b>executeIntermediateStep</b> (Size) const</td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="496824bebf901f4b5514583e0109d4ab"></a><!-- doxytag: member="QuantLib::FDBermudanEngine::extraTermInBermudan" ref="496824bebf901f4b5514583e0109d4ab" args="" -->
Real </td><td class="memItemRight" valign="bottom"><b>extraTermInBermudan</b></td></tr>
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