TreeApproach


List of valid values:
BinomialVanilla
Subtype of
Pricing Method

Corresponds to the QuantLib BinomialVanillaEngine.
It uses a binomial tree model for pricing all types of options.

This method requires the specification of an object of type
Tree


Trinomial
Subtype of
Pricing Method

[Forthcoming] Deriscope version!Corresponds to a forthcoming QuantLib TrinomialEngine.