QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
ZeroCondition< array_type > Class Template Reference

Zero exercise condition. More...

#include <zerocondition.hpp>

+ Inheritance diagram for ZeroCondition< array_type >:
+ Collaboration diagram for ZeroCondition< array_type >:

Public Member Functions

void applyTo (array_type &a, Time) const
 
- Public Member Functions inherited from StepCondition< array_type >
virtual ~StepCondition ()=default
 
virtual void applyTo (array_type &a, Time t) const =0
 

Detailed Description

template<class array_type>
class QuantLib::ZeroCondition< array_type >

Zero exercise condition.

Used in CEV models

Definition at line 35 of file zerocondition.hpp.

Member Function Documentation

◆ applyTo()

void applyTo ( array_type &  a,
Time   
) const
virtual

Implements StepCondition< array_type >.

Definition at line 37 of file zerocondition.hpp.