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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_binomial_vanilla_engine.html">BinomialVanillaEngine</a></div>
<h1>BinomialVanillaEngine Class Template Reference<br>
<small>
[<a class="el" href="group__vanillaengines.html">Vanilla option engines</a>]</small>
</h1><!-- doxytag: class="QuantLib::BinomialVanillaEngine" --><!-- doxytag: inherits="QuantLib::OneAssetOption::engine" --><code>#include <ql/pricingengines/vanilla/binomialengine.hpp></code>
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Inherits OneAssetOption::engine.
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<a href="class_quant_lib_1_1_binomial_vanilla_engine-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class T><br>
class QuantLib::BinomialVanillaEngine< T ></h3>
Pricing engine for vanilla options using binomial trees.
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<dl compact><dt><b><a class="el" href="test.html#_test000103">Tests:</a></b></dt><dd>the correctness of the returned values is tested by checking it against analytic results.</dd></dl>
<dl compact><dt><b><a class="el" href="todo.html#_todo000042">Possible enhancements:</a></b></dt><dd><a class="el" href="class_quant_lib_1_1_greeks.html" title="additional option results">Greeks</a> are not overly accurate. They could be improved by building a tree so that it has three points at the current time. The value would be fetched from the middle one, while the two side points would be used for estimating partial derivatives. </dd></dl>
<dl compact><dt><b>Examples: </b></dt><dd>
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<a class="el" href="_equity_option_8cpp-example.html#_a30">EquityOption.cpp</a>.</dl><table border="0" cellpadding="0" cellspacing="0">
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="affc9b99046932485833d5a5327e0fae"></a><!-- doxytag: member="QuantLib::BinomialVanillaEngine::BinomialVanillaEngine" ref="affc9b99046932485833d5a5327e0fae" args="(const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps)" -->
</td><td class="memItemRight" valign="bottom"><b>BinomialVanillaEngine</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_generalized_black_scholes_process.html">GeneralizedBlackScholesProcess</a> > &process, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> timeSteps)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="10873979f635888606e03f9cb2d8a096"></a><!-- doxytag: member="QuantLib::BinomialVanillaEngine::calculate" ref="10873979f635888606e03f9cb2d8a096" args="() const " -->
void </td><td class="memItemRight" valign="bottom"><b>calculate</b> () const </td></tr>
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