ExtendedAdditiveEQPBinomialTree (3) - Linux Manuals

ExtendedAdditiveEQPBinomialTree: Additive equal probabilities binomial tree.

NAME

QuantLib::ExtendedAdditiveEQPBinomialTree - Additive equal probabilities binomial tree.

SYNOPSIS

#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

Detailed Description

Additive equal probabilities binomial tree.

Author

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