QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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ZeroCondition< array_type > Class Template Reference

Zero exercise condition. More...

#include <ql/methods/finitedifferences/zerocondition.hpp>

Inheritance diagram for ZeroCondition< array_type >:

Public Member Functions

void applyTo (array_type &a, Time) const

Detailed Description

template<class array_type>
class QuantLib::ZeroCondition< array_type >

Zero exercise condition.

Used in CEV models

Member Function Documentation

◆ applyTo()

template<class array_type>
void applyTo ( array_type & a,
Time  ) const
virtual