BinomialVanillaEngine Class Template Reference
[Vanilla option engines]

#include <ql/PricingEngines/Vanilla/binomialengine.hpp>

Inheritance diagram for BinomialVanillaEngine:

Inheritance graph
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List of all members.

Detailed Description

template<class T>
class QuantLib::BinomialVanillaEngine< T >

Pricing engine for vanilla options using binomial trees.

Tests:
the correctness of the returned value is tested by checking it against analytic results.
Examples:

EquityOption.cpp.


Public Member Functions

 BinomialVanillaEngine (Size timeSteps)
void calculate () const