QuantLib_CoxRossRubinstein

Langue: en

Autres versions - même langue

Version: 375186 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::CoxRossRubinstein -

Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree.

SYNOPSIS


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

Inherits EqualJumpsBinomialTree< CoxRossRubinstein >.

Public Member Functions


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

Detailed Description

Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree.

Author

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