org.jquantlib.methods.finitedifferences

Class CurveDependentStepCondition

java.lang.Object

org.jquantlib.methods.finitedifferences.CurveDependentStepCondition

All Implemented Interfaces:

StepCondition<Array>

Direct Known Subclasses:

AmericanCondition, ShoutCondition

public class CurveDependentStepCondition
extends java.lang.Object
implements StepCondition<Array>

Abstract base class which allows step conditions to use both payoff and array functions

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static interface	CurveDependentStepCondition.CurveWrapper

Constructor Summary

Constructors

Constructor and Description
CurveDependentStepCondition(Array a)
CurveDependentStepCondition(Option.Type type, double strike)
CurveDependentStepCondition(Payoff p)

Method Summary

Modifier and Type	Method and Description
void	applyTo(Array a, double t)

Methods inherited from class java.lang.Object

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

Constructor Detail

CurveDependentStepCondition

public CurveDependentStepCondition(Option.Type type,
                                   double strike)

CurveDependentStepCondition

public CurveDependentStepCondition(Payoff p)

CurveDependentStepCondition

public CurveDependentStepCondition(Array a)

Method Detail

applyTo

public void applyTo(Array a,
                    double t)

Specified by:

applyTo in interface StepCondition<Array>