binomialTreeEngine - 2023.1 English

#include "xf_fintech/bt_engine.hpp"

template <typename DT>
DT binomialTreeEngine (
    BinomialTreeInputDataType <DT>* inputData,
    int optionType
    )

BinomialTree Engine using CRR (Cox, Ross & Rubinstein)

Parameters:

inputData	A structure containing the input model parameters
optionType	Calculate for NPV European or American Call or Put

Returns:

The calculated NPV