QuantLib_BinomialTree man page

BinomialTree< T > — Binomial tree base class.


#include <ql/methods/lattices/binomialtree.hpp>

Inherits Tree< T >.

Inherited by EqualJumpsBinomialTree< T >, and EqualProbabilitiesBinomialTree< T >.

Public Types

enum Branches { branches = 2 }

Public Member Functions

BinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)

Size size (Size i) const

Size descendant (Size, Size index, Size branch) const

Protected Attributes

Real x0_

Real driftPerStep_

Time dt_

Additional Inherited Members

Detailed Description

template<class T>

class QuantLib::BinomialTree< T >" Binomial tree base class.


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Referenced By

BinomialTree(3), descendant(3), driftPerStep_(3), dt_(3) and x0_(3) are aliases of QuantLib_BinomialTree(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib