JarrowRudd Class Reference

Jarrow-Rudd (multiplicative) equal probabilities binomial tree. More...

#include <ql/methods/lattices/binomialtree.hpp>

Inheritance diagram for JarrowRudd:

List of all members.

Public Member Functions

 JarrowRudd (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike)

Detailed Description

Jarrow-Rudd (multiplicative) equal probabilities binomial tree.