BinomialVanillaEngine< T > Class Template Reference

Pricing engine for vanilla options using binomial trees. More...

#include <ql/pricingengines/vanilla/binomialengine.hpp>

Inherits engine.

Public Member Functions
	BinomialVanillaEngine (const ext::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps)
void	calculate () const

Detailed Description

template<class T>
class QuantLib::BinomialVanillaEngine< T >

Pricing engine for vanilla options using binomial trees.

Tests:

the correctness of the returned values is tested by checking it against analytic results.

Examples

EquityOption.cpp.