QuantLib_AdditiveEQPBinomialTree man page

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)

Additional Inherited Members

Detailed Description

Additive equal probabilities binomial tree.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

AdditiveEQPBinomialTree(3) is an alias of QuantLib_AdditiveEQPBinomialTree(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib