ExtendedEqualJumpsBinomialTree< T >

NAME

ExtendedEqualJumpsBinomialTree< T > − 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

Real dx_
Real pu_
Real pd_

Additional Inherited Members

Detailed Description

template<class T>
class QuantLib::ExtendedEqualJumpsBinomialTree< T >" Base class for equal jumps binomial tree.

Author

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