Trigeorgis (3) Linux Manual Page

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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