예제 #1
0
    public BinomialMethod(double discounting, BinomialLatticeStrategy strategy, int N,
                          ConstraintMethod constraint)
    {
        disc = discounting;
        str  = strategy;
        BuildLattice(N);

        con = new ConstraintMethod(constraint);
        constraintExists = true;
    }
예제 #2
0
        public BinomialMethod(double discounting, BinomialLatticeStrategy strategy, int N, ConstraintMethod constraint)
        {
            _disc     = discounting;
            _strategy = strategy;

            BuildLattice(N);

            _con = constraint;

            _constraintExists = true;
        }