fdstepconditionengine.hpp File Reference

Finite-differences step-condition engine. More...

Include dependency graph for fdstepconditionengine.hpp:

Classes

class  FDStepConditionEngine< Scheme >
 Finite-differences pricing engine for American-style vanilla options. More...
 

Namespaces

 QuantLib
 

Detailed Description

Finite-differences step-condition engine.