#include <ql/methods/finitedifferences/stepcondition.hpp>
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void | applyTo (Array &a, Time) const |
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virtual void | applyTo (array_type &a, Time t) const =0 |
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| CurveDependentStepCondition (Option::Type type, Real strike) |
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| CurveDependentStepCondition (const Payoff *p) |
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| CurveDependentStepCondition (const array_type &a) |
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Real | getValue (const array_type &a, Size index) const |
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virtual Real | applyToValue (Real, Real) const |
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ext::shared_ptr< CurveWrapper > | curveItem_ |
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template<class array_type>
class QuantLib::CurveDependentStepCondition< array_type >
Abstract base class which allows step conditions to use both payoff and array functions.
- Deprecated:
- Inherit from StepCondition directly instead. Deprecated in version 1.19.