QuantLib_ExtendedAdditiveEQPBinomialTree man page

ExtendedAdditiveEQPBinomialTree — Additive equal probabilities binomial tree.


#include <ql/experimental/lattices/extendedbinomialtree.hpp>

Inherits ExtendedEqualProbabilitiesBinomialTree< ExtendedAdditiveEQPBinomialTree >.

Public Member Functions

ExtendedAdditiveEQPBinomialTree (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike)

Protected Member Functions

Real upStep (Time stepTime) const

Additional Inherited Members

Detailed Description

Additive equal probabilities binomial tree.


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Referenced By

ExtendedAdditiveEQPBinomialTree(3) and upStep(3) are aliases of QuantLib_ExtendedAdditiveEQPBinomialTree(3).

QuantLib Version 1.8.1 Fri Sep 23 2016