Rechercher une page de manuel
QuantLib_AdditiveEQPBinomialTree
Langue: en
Version: 383284 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre