QuantLib_CoxRossRubinstein man page

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)

Additional Inherited Members

Detailed Description

Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

CoxRossRubinstein(3) is an alias of QuantLib_CoxRossRubinstein(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib