CoxRossRubinstein (3) - Linux Manuals

CoxRossRubinstein: Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree.

NAME

QuantLib::CoxRossRubinstein - Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree.

SYNOPSIS

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

Inherits EqualJumpsBinomialTree< CoxRossRubinstein >.

Public Member Functions

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

Detailed Description

Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree.

Author

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