QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Zero exercise condition. More...
#include <zerocondition.hpp>
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 |
Zero exercise condition.
Used in CEV models
Definition at line 35 of file zerocondition.hpp.
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virtual |
Implements StepCondition< array_type >.
Definition at line 37 of file zerocondition.hpp.