- QuantLib
- JarrowRudd
Jarrow-Rudd (multiplicative) equal probabilities binomial tree. More...
#include <ql/methods/lattices/binomialtree.hpp>
Public Member Functions | |
JarrowRudd (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike) |
Jarrow-Rudd (multiplicative) equal probabilities binomial tree.