QuantLib_EqualProbabilitiesBinomialTree man page

EqualProbabilitiesBinomialTree< T > — Base class for equal probabilities binomial tree.

Synopsis

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

Inherits BinomialTree< T >.

Public Member Functions

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

Real underlying (Size i, Size index) const

Real probability (Size, Size, Size) const

Protected Attributes

Real up_

Additional Inherited Members

Detailed Description

template<class T>

class QuantLib::EqualProbabilitiesBinomialTree< T >" Base class for equal probabilities binomial tree.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

EqualProbabilitiesBinomialTree(3) and up_(3) are aliases of QuantLib_EqualProbabilitiesBinomialTree(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib