binomialTree.h File Reference

#include "../common/types.h"
#include "../PartA/MonteCarlo1/PayOff.h"
#include "../PartB/yieldCurve.h"
#include "../PartC/asset.h"
#include "../common/utils.h"
#include <iostream>
#include <valarray>

Go to the source code of this file.

Classes
class	binomialTree
Defines
#define	BT_DEFAULT_SO   100
#define	BT_DEFAULT_RATE   0.05
#define	BT_DEFAULT_SIGMA   0.30
#define	BT_DEFAULT_MATURITY   1
#define	BT_DEFAULT_STEPS   10

---

Define Documentation

#define BT_DEFAULT_MATURITY   1

Definition at line 17 of file binomialTree.h. Referenced by binomialTree::binomialTree().

#define BT_DEFAULT_RATE   0.05

Definition at line 15 of file binomialTree.h. Referenced by binomialTree::binomialTree().

#define BT_DEFAULT_SIGMA   0.30

Definition at line 16 of file binomialTree.h. Referenced by binomialTree::binomialTree().

#define BT_DEFAULT_SO   100

Definition at line 14 of file binomialTree.h. Referenced by binomialTree::binomialTree().

#define BT_DEFAULT_STEPS   10

Definition at line 18 of file binomialTree.h. Referenced by binomialTree::binomialTree().

---