Class FdmAmericanStepCondition

The American exercise condition: each value floored at its inner value, from the exercise's start on.

[WorkingType]
public sealed class FdmAmericanStepCondition : StepCondition

Inherited Members: object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

A working type: it walks the layout with an iterator it holds and resets, so applying it allocates nothing.

Initializes a new instance of the FdmAmericanStepCondition class.

public FdmAmericanStepCondition(FdmMesher mesher, FdmInnerValueCalculator calculator, double exerciseStart = 0)

Applies the condition to the values at time t, in place.

public override void ApplyTo(Span<double> a, double t)