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QuantLib_CoxRossRubinstein
Langue: en
Version: 155203 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
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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