ZeroCondition Class Template Reference

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

Inheritance diagram for ZeroCondition:

List of all members.


Detailed Description

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

Zero exercise condition.

Used in CEV models

Public Member Functions

void applyTo (array_type &a, Time) const