BinomialVanillaEngine Class Template Reference

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

Inheritance diagram for BinomialVanillaEngine:

Inheritance graph
[legend]
List of all members.

Detailed Description

template<class TreeType>
class QuantLib::BinomialVanillaEngine< TreeType >

Pricing engine for vanilla options using binomial trees.


Public Member Functions

 BinomialVanillaEngine (Size timeSteps)
void calculate () const


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen