CoxRossRubinstein Class Reference
[Lattice methods]
Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree.
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#include <ql/methods/lattices/binomialtree.hpp>
Inheritance diagram for 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.