QuantLib_BinomialVanillaEngine man page

BinomialVanillaEngine< T > — Pricing engine for vanilla options using binomial trees.

Synopsis

#include <ql/pricingengines/vanilla/binomialengine.hpp>

Inherits OneAssetOption::engine.

Public Member Functions

BinomialVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps)

void calculate () const

Detailed Description

template<class T>

class QuantLib::BinomialVanillaEngine< T >" Pricing engine for vanilla options using binomial trees.

Tests

the correctness of the returned values is tested by checking it against analytic results.

Examples: EquityOption.cpp.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

BinomialVanillaEngine(3) is an alias of QuantLib_BinomialVanillaEngine(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib