CoxRossRubinstein Class Reference

#include <ql/Lattices/binomialtree.hpp>

Inheritance diagram for CoxRossRubinstein:

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Detailed Description

Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree.


Public Member Functions

 CoxRossRubinstein (const Handle< DiffusionProcess > &process, Time end, Size steps, double strike)


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