AmericanCondition Class Reference

American exercise condition. More...

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

Inherits CurveDependentStepCondition< array_type >.

Public Member Functions

 AmericanCondition (Option::Type type, Real strike)
 
 AmericanCondition (const Array &intrinsicValues)
 
- Public Member Functions inherited from CurveDependentStepCondition< array_type >
void applyTo (Array &a, Time) const
 
- Public Member Functions inherited from StepCondition< array_type >
virtual void applyTo (array_type &a, Time t) const =0
 

Additional Inherited Members

- Protected Member Functions inherited from CurveDependentStepCondition< array_type >
 CurveDependentStepCondition (Option::Type type, Real strike)
 
 CurveDependentStepCondition (const Payoff *p)
 
 CurveDependentStepCondition (const array_type &a)
 
Real getValue (const array_type &a, Size index) const
 
virtual Real applyToValue (Real, Real) const
 
- Protected Attributes inherited from CurveDependentStepCondition< array_type >
boost::shared_ptr< CurveWrapper > curveItem_
 

Detailed Description

American exercise condition.

Possible enhancements:
unify the intrinsicValues/Payoff thing