Re: (no subject)

Posted by Luigi Ballabio on Jan 27, 2017; 9:15am
URL: http://quantlib.414.s1.nabble.com/no-subject-tp18013p18034.html

You'll have to look at the documentation or the code to be sure. In general, though, tree-based pricing engines using short-rate models all use trinomial trees.  Binomial trees are used for modeling stocks.

Luigi

On Thu, Jan 26, 2017 at 5:11 PM Paul Symonds <[hidden email]> wrote:

Further to my question yesterday how do you know if a pricing engine uses a Trinomial tree?


Regards

Paul
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