QuantLib 0.3.11
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Reference manual
ql/PricingEngines/Vanilla/binomialengine.hpp File Reference
Detailed Description
Binomial option engine.
#include <ql/Lattices/binomialtree.hpp>
#include <ql/Math/normaldistribution.hpp>
#include <ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp>
#include <ql/Processes/blackscholesprocess.hpp>
#include <ql/TermStructures/flatforward.hpp>
#include <ql/Volatilities/blackconstantvol.hpp>
Include dependency graph for binomialengine.hpp:
Namespaces | |
| namespace | QuantLib |
Classes | |
| class | BinomialVanillaEngine |
| Pricing engine for vanilla options using binomial trees. More... | |
