Trigeorgis Class Reference
[Lattice methods]

Trigeorgis (additive equal jumps) binomial tree More...

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

Inheritance diagram for Trigeorgis:

List of all members.

Public Member Functions

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


Detailed Description

Trigeorgis (additive equal jumps) binomial tree