Binomial option engine. More...
#include <ql/methods/lattices/binomialtree.hpp>#include <ql/methods/lattices/bsmlattice.hpp>#include <ql/math/distributions/normaldistribution.hpp>#include <ql/pricingengines/vanilla/discretizedvanillaoption.hpp>#include <ql/pricingengines/greeks.hpp>#include <ql/processes/blackscholesprocess.hpp>#include <ql/termstructures/yield/flatforward.hpp>#include <ql/termstructures/volatility/equityfx/blackconstantvol.hpp>
Classes | |
| class | BinomialVanillaEngine< T > |
| Pricing engine for vanilla options using binomial trees. More... | |
Binomial option engine.