QuantLib_JarrowRudd man page

JarrowRudd — Jarrow-Rudd (multiplicative) equal probabilities binomial tree.

Synopsis

#include <ql/methods/lattices/binomialtree.hpp>

Inherits EqualProbabilitiesBinomialTree< JarrowRudd >.

Public Member Functions

JarrowRudd (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike)

Additional Inherited Members

Detailed Description

Jarrow-Rudd (multiplicative) equal probabilities binomial tree.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

JarrowRudd(3) is an alias of QuantLib_JarrowRudd(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib