ExtendedEqualProbabilitiesBinomialTree< T > − Base class for equal probabilities binomial tree.
#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_
Additional Inherited Members
template<class T>
class QuantLib::ExtendedEqualProbabilitiesBinomialTree< T >" Base class for equal probabilities binomial tree.
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