Trigeorgis Class Reference
Trigeorgis (additive equal jumps) binomial tree More...
#include <ql/methods/lattices/binomialtree.hpp>
Inheritance diagram for Trigeorgis:

Public Member Functions | |
Trigeorgis (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike) |
Detailed Description
Trigeorgis (additive equal jumps) binomial tree