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<title>QuantLib: FDStepConditionEngine Class Reference</title>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_f_d_step_condition_engine.html">FDStepConditionEngine</a></div>
<h1>FDStepConditionEngine Class Reference<br>
<small>
[<a class="el" href="group__vanillaengines.html">Vanilla option engines</a>]</small>
</h1><!-- doxytag: class="QuantLib::FDStepConditionEngine" --><!-- doxytag: inherits="QuantLib::FDVanillaEngine" --><code>#include <ql/pricingengines/vanilla/fdstepconditionengine.hpp></code>
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Inheritance diagram for FDStepConditionEngine:</div>
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<a href="class_quant_lib_1_1_f_d_step_condition_engine-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Finite-differences pricing engine for American-style vanilla options.
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<table border="0" cellpadding="0" cellspacing="0">
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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="f644955dae523700eea4f242983c6b9d"></a><!-- doxytag: member="QuantLib::FDStepConditionEngine::FDStepConditionEngine" ref="f644955dae523700eea4f242983c6b9d" args="(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps, Size gridPoints, bool timeDependent=false)" -->
</td><td class="memItemRight" valign="bottom"><b>FDStepConditionEngine</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> > &process, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> timeSteps, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> gridPoints, bool timeDependent=false)</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="fd440604ad7e7a187d1bb72170eb602e"></a><!-- doxytag: member="QuantLib::FDStepConditionEngine::initializeStepCondition" ref="fd440604ad7e7a187d1bb72170eb602e" args="() const =0" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>initializeStepCondition</b> () const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a8e7f612a159f5f45a200b923ac9e3c8"></a><!-- doxytag: member="QuantLib::FDStepConditionEngine::calculate" ref="a8e7f612a159f5f45a200b923ac9e3c8" args="(PricingEngine::results *) const " -->
virtual void </td><td class="memItemRight" valign="bottom"><b>calculate</b> (PricingEngine::results *) 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="18024c5d78548b580cca5cb4753c45a1"></a><!-- doxytag: member="QuantLib::FDStepConditionEngine::stepCondition_" ref="18024c5d78548b580cca5cb4753c45a1" args="" -->
boost::shared_ptr<br>
< <a class="el" href="class_quant_lib_1_1_step_condition.html">StandardStepCondition</a> > </td><td class="memItemRight" valign="bottom"><b>stepCondition_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="68d5c67c88c1a217f21a0dbf253abaf4"></a><!-- doxytag: member="QuantLib::FDStepConditionEngine::prices_" ref="68d5c67c88c1a217f21a0dbf253abaf4" args="" -->
<a class="el" href="class_quant_lib_1_1_sampled_curve.html">SampledCurve</a> </td><td class="memItemRight" valign="bottom"><b>prices_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b88681c2339de3e010c4e3fd219517e2"></a><!-- doxytag: member="QuantLib::FDStepConditionEngine::controlOperator_" ref="b88681c2339de3e010c4e3fd219517e2" args="" -->
<a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> </td><td class="memItemRight" valign="bottom"><b>controlOperator_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="aa5e8f02e94cfa06866412b0903b65be"></a><!-- doxytag: member="QuantLib::FDStepConditionEngine::controlBCs_" ref="aa5e8f02e94cfa06866412b0903b65be" args="" -->
std::vector< boost::shared_ptr<br>
< <a class="el" href="class_quant_lib_1_1_boundary_condition.html">bc_type</a> > > </td><td class="memItemRight" valign="bottom"><b>controlBCs_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4d13291612f90dd1b2d60f8251ae3569"></a><!-- doxytag: member="QuantLib::FDStepConditionEngine::controlPrices_" ref="4d13291612f90dd1b2d60f8251ae3569" args="" -->
<a class="el" href="class_quant_lib_1_1_sampled_curve.html">SampledCurve</a> </td><td class="memItemRight" valign="bottom"><b>controlPrices_</b></td></tr>
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