QuantLib 0.3.6
User manual
Introduction to QuantLib
QuantLib components
Reference manual
BinomialVanillaEngine Class Template Reference
#include <ql/PricingEngines/Vanilla/binomialengine.hpp>
Inheritance diagram for BinomialVanillaEngine:
Detailed Description
template<class TreeType>
class QuantLib::BinomialVanillaEngine< TreeType >
Pricing engine for vanilla options using binomial trees.
Public Member Functions | |
| BinomialVanillaEngine (Size timeSteps) | |
| void | calculate () const |
