QuantLib 0.3.3
User manual
Introduction to QuantLib
QuantLib components
Reference manual
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AmericanCondition Class Reference#include <americancondition.hpp>
List of all members.
Detailed Description
- Todo:
- Unify the intrinsicValues/Payoff thing
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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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