![]() QuantLib 0.3.9Getting startedReference manual |
Tian Class Reference |
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Public Member Functions | |
| Tian (const boost::shared_ptr< StochasticProcess > &process, Time end, Size steps, Real strike) | |
| Real | underlying (Size i, Size index) const |
| Real | probability (Size, Size, Size) const |
Protected Attributes | |
| Real | up_ |
| Real | down_ |
| Real | pu_ |
| Real | pd_ |
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