QuantLib: AmericanCondition Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Member Functions | List of all members
AmericanCondition Class Reference

American exercise condition. More...

`#include <ql/methods/finitedifferences/americancondition.hpp>`

Inherits CurveDependentStepCondition< array_type >.

## Public Member Functions
| AmericanCondition (Option::Type type, Real strike)
| AmericanCondition (const Array &intrinsicValues)

## Detailed Description

American exercise condition.