ExtendedEqualProbabilitiesBinomialTree (3) - Linux Manuals

ExtendedEqualProbabilitiesBinomialTree: Base class for equal probabilities binomial tree.

NAME

QuantLib::ExtendedEqualProbabilitiesBinomialTree - 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_

Detailed Description

template<class T> class QuantLib::ExtendedEqualProbabilitiesBinomialTree< T >

Author

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