QuantLib: BinomialVanillaEngine< T > Class Template Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

- Main Page
- Related Pages
- Modules
- Classes
- Examples

- Class List
- Class Index
- Class Hierarchy
- Class Members

Public Member Functions | List of all members
BinomialVanillaEngine< T > Class Template Reference
Pricing engines » Vanilla option engines

Pricing engine for vanilla options using binomial trees. More...

`#include <ql/pricingengines/vanilla/binomialengine.hpp>`

Inherits OneAssetOption::engine.

## Public Member Functions
| BinomialVanillaEngine (const boost::shared_ptr< GeneralizedBlackScholesProcess > &process, Size timeSteps)
void | calculate () const

## Detailed Description

### template<class T>
class QuantLib::BinomialVanillaEngine< T >

Pricing engine for vanilla options using binomial trees.

Tests:
  the correctness of the returned values is tested by checking it against analytic results.

Examples:
  EquityOption.cpp.