condition to be applied at every time step More...
#include <stepcondition.hpp>
Inheritance diagram for StepCondition< array_type >:
Collaboration diagram for StepCondition< array_type >:
Public Member Functions | |
| virtual | ~StepCondition ()=default |
| virtual void | applyTo (array_type &a, Time t) const =0 |
Detailed Description
template<class array_type>
class QuantLib::StepCondition< array_type >
class QuantLib::StepCondition< array_type >
condition to be applied at every time step
Definition at line 35 of file stepcondition.hpp.
Constructor & Destructor Documentation
◆ ~StepCondition()
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virtualdefault |
Member Function Documentation
◆ applyTo()
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pure virtual |
Implemented in FdmVPPStepCondition, FdmArithmeticAverageCondition, FdmBermudanStepCondition, FdmSimpleStorageCondition, FdmSimpleSwingCondition, FdmSnapshotCondition, FdmStepConditionComposite, FdmDividendHandler, FdmAmericanStepCondition, NullCondition< array_type >, and ZeroCondition< array_type >.