26#ifndef quantlib_fdm_american_step_condition_hpp
27#define quantlib_fdm_american_step_condition_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
layer of abstraction to calculate the inner value
Real Time
continuous quantity with 1-year units
conditions to be applied at every time step