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binomialengine.hpp File Reference

Binomial option engine. More...

#include <ql/Lattices/binomialtree.hpp>
#include <ql/Math/normaldistribution.hpp>
#include <ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp>
#include <ql/Processes/blackscholesprocess.hpp>
#include <ql/TermStructures/flatforward.hpp>
#include <ql/Volatilities/blackconstantvol.hpp>
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Classes

class  QuantLib::BinomialVanillaEngine< T >
 Pricing engine for vanilla options using binomial trees. More...

Detailed Description

Binomial option engine.

Definition in file binomialengine.hpp.


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