QuantLib_Trigeorgis (3) - Linux Man Pages

QuantLib_Trigeorgis: Trigeorgis (additive equal jumps) binomial tree

NAME

QuantLib::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)

Detailed Description

Trigeorgis (additive equal jumps) binomial tree

Author

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