Looking for an implemenentation of binomial tree in c++

Question

If anyone can point me into direction where i can find an easy to understand impl. of binomial tree, that would be very helpful. thx

tree should look like in this article: http://software.intel.com/en-us/articles/high-performance-computing-with-binomial-option-pricing-part-1/

Answer 1

I have used this example in the past to develop a project that required us to use a binomial tree model, however, this example is in C#.

http://www.codeproject.com/KB/recipes/binomialtree.aspx