dx_ (3) - Linux Manuals
dx_: Base class for equal jumps binomial tree.
NAME
QuantLib::ExtendedEqualJumpsBinomialTree - 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
Detailed Description
template<class T> class QuantLib::ExtendedEqualJumpsBinomialTree< T >
Base class for equal jumps binomial tree.
Author
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