Review BinomialTree and TrinomialTree
Bug #1209878 reported by
Richard Gomes
This bug affects 1 person
| Affects | Status | Importance | Assigned to | Milestone | |
|---|---|---|---|---|---|
| JQuantLib |
New
|
Medium
|
Unassigned | ||
Bug Description
In C++ code there we can find enumerations
. BinomialTree.
. TrinomialTree.
which diverge from our Java implementation of enumeration
Tree.Branches
This tasks consists on making our implementation look like QuantLib/C++.
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Relationships
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Revision history for this message
| Richard Gomes (frgomes) wrote | #1 |
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Kicked to v0.1.4