QuantLib_Trigeorgis man page

Trigeorgis — Trigeorgis (additive equal jumps) binomial tree

Synopsis

#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

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Fri Sep 23 2016 Version 1.8.1 QuantLib