QuantLib_ExtendedTrigeorgis man page

ExtendedTrigeorgis — Trigeorgis (additive equal jumps) binomial tree

Synopsis

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

Inherits ExtendedEqualJumpsBinomialTree< ExtendedTrigeorgis >.

Public Member Functions

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

Protected Member Functions

Real dxStep (Time stepTime) const

Real probUp (Time stepTime) const

Additional Inherited Members

Detailed Description

Trigeorgis (additive equal jumps) binomial tree

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

ExtendedTrigeorgis(3) is an alias of QuantLib_ExtendedTrigeorgis(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib