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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
 Copyright (C) 2003, 2004, 2005 StatPro Italia srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file americancondition.hpp
    \brief american option exercise condition

#ifndef quantlib_fd_american_condition_h
#define quantlib_fd_american_condition_h

#include <ql/FiniteDifferences/fdtypedefs.hpp>
#include <ql/discretizedasset.hpp>
#include <ql/Instruments/payoffs.hpp>

namespace QuantLib {

    //! American exercise condition.
    /*! \todo unify the intrinsicValues/Payoff thing */
00036     class AmericanCondition :
        public StandardCurveDependentStepCondition {
        AmericanCondition(Option::Type type,
                          Real strike)
            : StandardCurveDependentStepCondition(type, strike) {};
        AmericanCondition(const Array& intrinsicValues)
            : StandardCurveDependentStepCondition(intrinsicValues) {};
        Real applyToValue(Real current, Real intrinsic) const {
            return std::max(current, intrinsic);


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