StepCondition Class Template Reference

#include <ql/FiniteDifferences/stepcondition.hpp>

Inheritance diagram for StepCondition:

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Detailed Description

template<class arrayType>
class QuantLib::StepCondition< arrayType >

condition to be applied at every time step


Public Member Functions

virtual void applyTo (arrayType &a, Time t) const=0
virtual void applyTo (Handle< DiscretizedAsset > asset) const=0


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