JarrowRudd Class Reference
[Lattice methods]

#include <ql/methods/lattices/binomialtree.hpp>

Inheritance diagram for JarrowRudd:

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Detailed Description

Jarrow-Rudd (multiplicative) equal probabilities binomial tree.


Public Member Functions

 JarrowRudd (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike)