org.jquantlib.methods.finitedifferences

Class AmericanCondition

java.lang.Object

org.jquantlib.methods.finitedifferences.CurveDependentStepCondition

org.jquantlib.methods.finitedifferences.AmericanCondition

All Implemented Interfaces:

StepCondition<Array>

public class AmericanCondition
extends CurveDependentStepCondition

Nested Class Summary

Nested classes/interfaces inherited from class org.jquantlib.methods.finitedifferences.CurveDependentStepCondition

CurveDependentStepCondition.CurveWrapper

Constructor Summary

Constructors

Constructor and Description
AmericanCondition(Array a)
AmericanCondition(Option.Type type, double strike)

Method Summary

Modifier and Type	Method and Description
double	applyToValue(double current, double intrinsic)

Methods inherited from class org.jquantlib.methods.finitedifferences.CurveDependentStepCondition

applyTo

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

AmericanCondition

public AmericanCondition(Option.Type type,
                         double strike)

AmericanCondition

public AmericanCondition(Array a)

Method Detail

applyToValue

public double applyToValue(double current,
                           double intrinsic)