JarrowRudd (3) Linux Manual Page
QuantLib::JarrowRudd – Jarrow-Rudd (multiplicative) equal probabilities binomial tree.
Synopsis
#include <ql/methods/lattices/binomialtree.hpp>
Inherits EqualProbabilitiesBinomialTree< JarrowRudd >.
Public Member Functions
JarrowRudd (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike)
Detailed Description
Jarrow-Rudd (multiplicative) equal probabilities binomial tree.
Author
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