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BinomialVanillaEngine Class Template Reference#include <ql/PricingEngines/Vanilla/binomialengine.hpp>
Inheritance diagram for BinomialVanillaEngine: ![]() Detailed Descriptiontemplate<class TreeType>
Pricing engine for vanilla options using binomial trees.
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Public Member Functions | |
BinomialVanillaEngine (Size timeSteps) | |
void | calculate () const |
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