C# (CSharp) Library.Binominal BinomialLatticeStrategy Exemples

Exemple #1

        public BinomialMethod(double discounting, BinomialLatticeStrategy strategy, int N)
        {
            _disc     = discounting;
            _strategy = strategy;

            BuildLattice(N);

            _constraintExists = false;
        }

Exemple #2

        public BinomialMethod(double discounting, BinomialLatticeStrategy strategy, int N, ConstraintMethod constraint)
        {
            _disc     = discounting;
            _strategy = strategy;

            BuildLattice(N);

            _con = constraint;

            _constraintExists = true;
        }