CapeTools Vanilla Tree Engine
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In total there are 6 functions present within the CapeTools Vanilla Tree Engine category of functions.
General Description
Functions to create several Binomial Tree engines for the pricing of vanilla options. You can price Vanilla options via the VanillaOption() function using one of the following engines :
- Jarrow Rudd Binomial Tree Engine
- Cox Ross Rubinstein Binomial Tree Engine
- Additive equal probability Binomial Tree Engine
- Trigeorgis Binomial Tree Engine
- Tian Binomial Tree Engine
- Leisen Reimer Binomial Tree Engine
Function list.
- AdditiveEQPEngine - Creates a AdditiveEQP Binomial Tree European Engine for pricing vanilla structures.
- CoxRossRubinsteinEngine - Creates a CoxRossRubinstein Binomial Tree European Engine for pricing vanilla structures.
- JarrowRuddEngine - Creates a JarrowRudd Binomial Tree European Engine for pricing vanilla structures.
- LeisenReimerEngine - Creates a LeisenReimer Binomial Tree European Engine for pricing vanilla structures.
- TianEngine - Creates a Tian Binomial Tree European Engine for pricing vanilla structures.
- TrigeorgisEngine - Creates a Trigeorgis Binomial Tree European Engine for pricing vanilla structures.
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