QuantLib_EqualJumpsBinomialTree man page

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

Synopsis

#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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

dx_(3) and EqualJumpsBinomialTree(3) are aliases of QuantLib_EqualJumpsBinomialTree(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib