CoxRossRubinstein Class Reference

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

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

Inheritance diagram for CoxRossRubinstein:

List of all members.

Public Member Functions

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

Detailed Description

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