QuantLib 0.3.7
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Reference manual
StepCondition Class Template Reference
[Finite-differences framework]
#include <ql/FiniteDifferences/stepcondition.hpp>
Inheritance diagram for StepCondition:
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 (boost::shared_ptr< DiscretizedAsset >) const =0 |
