#ifndef __BINOMIAL_H__ #define __BINOMIAL_H__ class BinomialTree { struct Node { long double price; long double time; long double optionvalue; }; BinomialTree::Node ** tree; const int n; long double S; long double volatility; long double upfactor; long double tfin; long double tstep; long double getValue (int level, int node, long double K, long double R) ; void initNode (int level, int node); public: BinomialTree(long double S, long double volatility, int n, long double tstep); long double getValue(long double K, long double R) ; void print(); }; #endif