QuantLib_Trigeorgis man page

Trigeorgis — Trigeorgis (additive equal jumps) binomial tree


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

Inherits EqualJumpsBinomialTree< Trigeorgis >.

Public Member Functions

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

Additional Inherited Members

Detailed Description

Trigeorgis (additive equal jumps) binomial tree


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Referenced By

Trigeorgis(3) is an alias of QuantLib_Trigeorgis(3).

QuantLib Version 1.8.1 Fri Sep 23 2016