QuantLib_EqualJumpsBinomialTree man page

EqualJumpsBinomialTree< T > — Base class for equal jumps binomial tree.  


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

Inherits BinomialTree< T >.

Public Member Functions

EqualJumpsBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)
Real underlying (Size i, Size index) const
Real probability (Size, Size, Size branch) const

Protected Attributes

Real dx_
Real pu_
Real pd_

Additional Inherited Members

Detailed Description

template<class T>

class QuantLib::EqualJumpsBinomialTree< T >" Base class for equal jumps binomial tree.


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Referenced By

The man pages dx_(3) and EqualJumpsBinomialTree(3) are aliases of QuantLib_EqualJumpsBinomialTree(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib