QuantLib_AdditiveEQPBinomialTree man page

AdditiveEQPBinomialTree — Additive equal probabilities binomial tree.


#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.


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Referenced By

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

QuantLib Version 1.8.1 Fri Sep 23 2016