QuantLib_LeisenReimer man page

LeisenReimer — Leisen & Reimer tree: multiplicative approach.  

Synopsis

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

Inherits BinomialTree< LeisenReimer >.

Public Member Functions

LeisenReimer (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike)
Real underlying (Size i, Size index) const
Real probability (Size, Size, Size branch) const

Protected Attributes

Real up_
Real down_
Real pu_
Real pd_

Additional Inherited Members

Detailed Description

Leisen & Reimer tree: multiplicative approach.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

LeisenReimer(3) is an alias of QuantLib_LeisenReimer(3).

Fri Feb 10 2017 Version 1.9.1 QuantLib