Re: (no subject)
Posted by
Paul Symonds on
Jan 27, 2017; 9:21am
URL: http://quantlib.414.s1.nabble.com/no-subject-tp18013p18035.html
Luigi
Thanks I've been looking through the books and the code. Also your YouTube videos. All really great. I can't believe how much is there and all open.
Have a good weekend.
Regards
Paul Symonds
Sent from my iPhone
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
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