Enum TreeType

Enum Documentation

enum otyca::TreeType

Enum representing the types of trees used in option pricing models.

Values:

enumerator CRR: Cox-Ross-Rubinstein binomial tree model.

enumerator JR: Jarrow-Rudd binomial tree model.

enumerator TIAN: Tian binomial tree model.

enumerator LR: Leisen-Reimer binomial tree model.

enumerator DCRR: Drift Cox-Ross-Rubinstein binomial tree model.