[Quantlib-dev] Binomial Tree Fever

[John M. <jwm...@ya...>]

Think I found two errors in the Binomial Tree class. The problems are in
LeisenReimer:: LeisenReimer and Joshi4::Joshi4. In both constructors the
variance should be 

Real variance = process->variance(0.0, x0_, dt_);

Instead of

Real variance = process->variance(0.0, x0_, end);