BinomialVanillaEngine Class Template Reference
[Vanilla option engines]
#include <ql/PricingEngines/Vanilla/binomialengine.hpp>
Inheritance diagram for BinomialVanillaEngine:
[legend]List of all members.
Detailed Description
template<class TreeType>
class QuantLib::BinomialVanillaEngine< TreeType >
Pricing engine for vanilla options using binomial trees.
- Tests:
- the correctness of the returned value is tested by checking it against analytic results.
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Public Member Functions |
| BinomialVanillaEngine (Size timeSteps) |
void | calculate () const |
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