![]() QuantLib 0.3.7Getting startedReference manual |
LeisenReimer Class Reference |
Public Member Functions | |
LeisenReimer (const boost::shared_ptr< StochasticProcess > &process, Time end, Size steps, Real strike) | |
Real | underlying (Size i, Size index) const |
Real | probability (Size, Size, Size) const |
Protected Attributes | |
Real | up_ |
Real | down_ |
Real | pu_ |
Real | pd_ |
QuantLib.org![]() |
Hosted by![]() |
Documentation generated by![]() |