// crr.h
//
// Simple binomial option pricing model: declarations
//
#define MAXTERNODES 400
class crr {
public:
  crr(double ttm=.25,int npers=4,double r=.05,double sigma=.3);
  double eurcall(double S0,double X);
  double binopt(double S0,double lower,double upper);

private:
  int nper;
  double tinc,r1per,disc,up,down,prup,prdn,Sprice;
  double val[MAXTERNODES];};