QuantLib_ExtendedEqualJumpsBinomialTree man page

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

Synopsis

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

Inherits ExtendedBinomialTree< T >.

Public Member Functions

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

Protected Member Functions

virtual Real probUp (Time stepTime) const =0
virtual Real dxStep (Time stepTime) const =0

Protected Attributes

Real dx_
Real pu_
Real pd_

Additional Inherited Members

Detailed Description

template<class T>

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

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

ExtendedEqualJumpsBinomialTree(3) is an alias of QuantLib_ExtendedEqualJumpsBinomialTree(3).

Fri Feb 10 2017 Version 1.9.1 QuantLib