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Sourcecode: quantlib version File versions

binomialengine.hpp File Reference


Detailed Description

Binomial option engine.

Definition in file binomialengine.hpp.

#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>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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


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