QuantLib_Trigeorgis (3) - Linux Manuals
QuantLib_Trigeorgis: Trigeorgis (additive equal jumps) binomial tree
NAME
QuantLib::Trigeorgis - Trigeorgis (additive equal jumps) binomial tree
SYNOPSIS
#include <ql/methods/lattices/binomialtree.hpp>
Inherits EqualJumpsBinomialTree< Trigeorgis >.
Public Member Functions
Trigeorgis (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike)
Detailed Description
Trigeorgis (additive equal jumps) binomial tree
Author
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