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<kiyosi/pricing/settings/binomial.hpp> ​

cpp
#include <kiyosi/pricing/settings/binomial.hpp>

validate_binomial_settings ​

cpp
Result<void> kiyosi::validate_binomial_settings(BinomialSettings settings)

Validates the binomial tree size.

kiyosi::BinomialSettings ​

cpp
struct kiyosi::BinomialSettings

Aggregate configuration validated when creating a binomial engine.

成员 ​

step_count ​

cpp
int kiyosi::BinomialSettings::step_count

Number of tree time steps; must be between 1 and 1,000,000.