QuantLib_ExtendedEqualProbabilitiesBinomialTree

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

Synopsis

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

Inherits ExtendedBinomialTree< T >.

Public Member Functions

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

Real underlying (Size i, Size index) const

Real probability (Size, Size, Size) const

Protected Member Functions

virtual Real upStep (Time stepTime) const =0

Protected Attributes

Real up_

Additional Inherited Members

Detailed Description

template<class T>

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

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

ExtendedEqualProbabilitiesBinomialTree(3) is an alias of QuantLib_ExtendedEqualProbabilitiesBinomialTree(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib