QuantLib_AdditiveEQPBinomialTree (3) - Linux Manuals

QuantLib_AdditiveEQPBinomialTree: Additive equal probabilities binomial tree.

NAME

QuantLib::AdditiveEQPBinomialTree - Additive equal probabilities binomial tree.

SYNOPSIS

#include <ql/methods/lattices/binomialtree.hpp>

Inherits EqualProbabilitiesBinomialTree< AdditiveEQPBinomialTree >.

Public Member Functions

AdditiveEQPBinomialTree (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike)

Detailed Description

Additive equal probabilities binomial tree.

Author

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