- QuantLib
- AmericanCondition
American exercise condition. More...
#include <ql/methods/finitedifferences/americancondition.hpp>
Inherits CurveDependentStepCondition< array_type >.
Public Member Functions | |
AmericanCondition (Option::Type type, Real strike) | |
AmericanCondition (const Array &intrinsicValues) |
American exercise condition.