26#ifndef quantlib_fdm_american_step_condition_hpp
27#define quantlib_fdm_american_step_condition_hpp
29#include <ql/methods/finitedifferences/stepcondition.hpp>
30#include <ql/methods/finitedifferences/meshers/fdmmesher.hpp>
31#include <ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp>
38 ext::shared_ptr<FdmInnerValueCalculator> calculator);
1-D array used in linear algebra.
const ext::shared_ptr< FdmMesher > mesher_
const ext::shared_ptr< FdmInnerValueCalculator > calculator_
void applyTo(Array &a, Time) const override
condition to be applied at every time step
Real Time
continuous quantity with 1-year units