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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Zero exercise condition. More...
#include <ql/methods/finitedifferences/zerocondition.hpp>
Public Member Functions | |
| void | applyTo (array_type &a, Time) const |
Zero exercise condition.
Used in CEV models
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virtual |
Implements StepCondition< array_type >.