org.jquantlib.pricingengines.vanilla

Class BinomialVanillaEngine<T extends Tree>

java.lang.Object

org.jquantlib.pricingengines.GenericEngine<OneAssetOption.Arguments,OneAssetOption.Results>

org.jquantlib.instruments.OneAssetOption.EngineImpl

org.jquantlib.instruments.VanillaOption.EngineImpl

org.jquantlib.pricingengines.vanilla.BinomialVanillaEngine<T>

All Implemented Interfaces:

OneAssetOption.Engine, VanillaOption.Engine, PricingEngine, Observable, Observer

public class BinomialVanillaEngine<T extends Tree>
extends VanillaOption.EngineImpl

Pricing engine for vanilla options using binomial trees

Nested Class Summary

Nested classes/interfaces inherited from interface org.jquantlib.pricingengines.PricingEngine

PricingEngine.Arguments, PricingEngine.Results

Field Summary

Fields inherited from interface org.jquantlib.pricingengines.PricingEngine

PRICING_ENGINE_NOT_SET

Constructor Summary

Constructors

Constructor and Description
BinomialVanillaEngine(java.lang.Class<? extends Tree> classT, GeneralizedBlackScholesProcess process, int timeSteps)

Method Summary

Modifier and Type	Method and Description
void	calculate()

Methods inherited from class org.jquantlib.pricingengines.GenericEngine

addObserver, countObservers, deleteObserver, deleteObservers, getArguments, getObservers, getResults, notifyObservers, notifyObservers, reset, update

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.jquantlib.pricingengines.PricingEngine

getArguments, getResults, reset, update

Methods inherited from interface org.jquantlib.util.Observable

addObserver, countObservers, deleteObserver, deleteObservers, getObservers, notifyObservers, notifyObservers

Methods inherited from interface org.jquantlib.util.Observer

update

Constructor Detail

BinomialVanillaEngine

public BinomialVanillaEngine(java.lang.Class<? extends Tree> classT,
                             GeneralizedBlackScholesProcess process,
                             int timeSteps)

Method Detail

calculate

public void calculate()