AmericanCondition Class Reference

#include <americancondition.hpp>

List of all members.


Detailed Description

Todo:
Unify the intrinsicValues/Payoff thing


Public Member Functions

 AmericanCondition (Option::Type type, double strike)
 AmericanCondition (const Array &intrinsicValues)
void applyTo (Array &a, Time t) const
void applyTo (Handle< DiscretizedAsset > asset) const


The documentation for this class was generated from the following file:

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