QuantLib: ql/methods/finitedifferences/stepconditions Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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stepconditions Directory Reference

## Files
file | fdmamericanstepcondition.hpp
| american step condition for multi dimensional problems
file | fdmarithmeticaveragecondition.hpp
| step condition to handle arithmetic average
file | fdmbermudanstepcondition.hpp
| bermudan step condition for multi dimensional problems
file | fdmsimplestoragecondition.hpp
| simple storage step condition
file | fdmsimpleswingcondition.hpp
| simple swing step condition
file | fdmsnapshotcondition.hpp
| step condition for value inspection
file | fdmstepconditioncomposite.hpp
| composite of fdm step conditions