QuantLib 0.3.7 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

AmericanCondition Class Reference #include <ql/FiniteDifferences/americancondition.hpp> Inheritance diagram for AmericanCondition: [legend]List of all members. Detailed Description American exercise condition. Todo: unify the intrinsicValues/Payoff thing Public Member Functions   AmericanCondition (Option::Type type, Real strike)   AmericanCondition (const Array &intrinsicValues) void  applyTo (Array &a, Time t) const void  applyTo (boost::shared_ptr< DiscretizedAsset > asset) const

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