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