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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_f_d_step_condition_engine.html">FDStepConditionEngine</a></li>  </ul>
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<a href="#pub-methods">Public Member Functions</a> &#124;
<a href="#pro-methods">Protected Member Functions</a> &#124;
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<div class="title">FDStepConditionEngine&lt; Scheme &gt; Class Template Reference<span class="mlabels"><span class="mlabel">abstract</span></span><div class="ingroups"><a class="el" href="group__engines.html">Pricing engines</a> &raquo; <a class="el" href="group__vanillaengines.html">Vanilla option engines</a></div></div>  </div>
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<p>Finite-differences pricing engine for American-style vanilla options.  
 <a href="class_quant_lib_1_1_f_d_step_condition_engine.html#details">More...</a></p>

<p><code>#include &lt;ql/pricingengines/vanilla/fdstepconditionengine.hpp&gt;</code></p>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
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&#160;</td><td class="memItemRight" valign="bottom"><b>FDStepConditionEngine</b> (const ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> &gt; &amp;process, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> timeSteps, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> gridPoints, bool timeDependent=false)</td></tr>
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&#160;</td><td class="memItemRight" valign="bottom"><b>FDVanillaEngine</b> (const ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> &gt; &amp;process, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> timeSteps, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> gridPoints, bool timeDependent=false)</td></tr>
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const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>grid</b> () const</td></tr>
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virtual void&#160;</td><td class="memItemRight" valign="bottom"><b>initializeStepCondition</b> () const =0</td></tr>
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virtual void&#160;</td><td class="memItemRight" valign="bottom"><b>calculate</b> (PricingEngine::results *) const</td></tr>
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virtual void&#160;</td><td class="memItemRight" valign="bottom"><b>setupArguments</b> (const PricingEngine::arguments *) const</td></tr>
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virtual void&#160;</td><td class="memItemRight" valign="bottom"><b>setGridLimits</b> () const</td></tr>
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virtual void&#160;</td><td class="memItemRight" valign="bottom"><b>setGridLimits</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>) const</td></tr>
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virtual void&#160;</td><td class="memItemRight" valign="bottom"><b>initializeInitialCondition</b> () const</td></tr>
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virtual void&#160;</td><td class="memItemRight" valign="bottom"><b>initializeBoundaryConditions</b> () const</td></tr>
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virtual void&#160;</td><td class="memItemRight" valign="bottom"><b>initializeOperator</b> () const</td></tr>
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virtual <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>&#160;</td><td class="memItemRight" valign="bottom"><b>getResidualTime</b> () const</td></tr>
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void&#160;</td><td class="memItemRight" valign="bottom"><b>ensureStrikeInGrid</b> () const</td></tr>
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<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
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ext::shared_ptr&lt; <a class="el" href="namespace_quant_lib.html#a1a481730b77798735b31d2a815a5d242">StandardStepCondition</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>stepCondition_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_sampled_curve.html">SampledCurve</a>&#160;</td><td class="memItemRight" valign="bottom"><b>prices_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a>&#160;</td><td class="memItemRight" valign="bottom"><b>controlOperator_</b></td></tr>
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std::vector&lt; ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_boundary_condition.html">bc_type</a> &gt; &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>controlBCs_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_sampled_curve.html">SampledCurve</a>&#160;</td><td class="memItemRight" valign="bottom"><b>controlPrices_</b></td></tr>
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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_f_d_vanilla_engine"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_f_d_vanilla_engine')"><img src="closed.png" alt="-"/>&#160;Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_f_d_vanilla_engine.html">FDVanillaEngine</a></td></tr>
<tr class="memitem:ac7eeb4421e8f1769148f3aaca0624b20 inherit pro_attribs_class_quant_lib_1_1_f_d_vanilla_engine"><td class="memItemLeft" align="right" valign="top"><a id="ac7eeb4421e8f1769148f3aaca0624b20"></a>
ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>process_</b></td></tr>
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<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>&#160;</td><td class="memItemRight" valign="bottom"><b>timeSteps_</b></td></tr>
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<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>&#160;</td><td class="memItemRight" valign="bottom"><b>gridPoints_</b></td></tr>
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bool&#160;</td><td class="memItemRight" valign="bottom"><b>timeDependent_</b></td></tr>
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ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_payoff.html">Payoff</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>payoff_</b></td></tr>
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std::vector&lt; ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_boundary_condition.html">bc_type</a> &gt; &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>BCs_</b></td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pro_types_class_quant_lib_1_1_f_d_vanilla_engine"><td colspan="2" onclick="javascript:toggleInherit('pro_types_class_quant_lib_1_1_f_d_vanilla_engine')"><img src="closed.png" alt="-"/>&#160;Protected Types inherited from <a class="el" href="class_quant_lib_1_1_f_d_vanilla_engine.html">FDVanillaEngine</a></td></tr>
<tr class="memitem:a654b2d0f68b7cc7daa7dc3d3b19ddb87 inherit pro_types_class_quant_lib_1_1_f_d_vanilla_engine"><td class="memItemLeft" align="right" valign="top"><a id="a654b2d0f68b7cc7daa7dc3d3b19ddb87"></a>
typedef <a class="el" href="class_quant_lib_1_1_boundary_condition.html">BoundaryCondition</a>&lt; <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>bc_type</b></td></tr>
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</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><h3>template&lt;template&lt; class &gt; class Scheme = CrankNicolson&gt;<br />
class QuantLib::FDStepConditionEngine&lt; Scheme &gt;</h3>

<p>Finite-differences pricing engine for American-style vanilla options. </p>
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