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


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page Trigeorgis(3) is an alias of QuantLib_Trigeorgis(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib