BinomialVanillaEngine Class Template Reference
[Vanilla option engines]
#include <ql/PricingEngines/Vanilla/binomialengine.hpp>
Inheritance diagram for BinomialVanillaEngine:

Detailed Description
template<class T>
class QuantLib::BinomialVanillaEngine< T >
Pricing engine for vanilla options using binomial trees.
- Tests:
- the correctness of the returned value is tested by checking it against analytic results.
- Examples:
Public Member Functions | |
BinomialVanillaEngine (Size timeSteps) | |
void | calculate () const |