24#ifndef quantlib_step_condition_hpp
25#define quantlib_step_condition_hpp
34 template <
class array_type>
44 template <
class array_type>
1-D array used in linear algebra.
void applyTo(array_type &, Time) const override
condition to be applied at every time step
virtual ~StepCondition()=default
virtual void applyTo(array_type &a, Time t) const =0
Real Time
continuous quantity with 1-year units
Payoffs for various options.