Trigeorgis Class Reference
[Lattice methods]
#include <ql/methods/lattices/binomialtree.hpp>
Inheritance diagram for Trigeorgis:
Detailed Description
Trigeorgis (additive equal jumps) binomial tree
Public Member Functions | |
| Trigeorgis (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike) | |