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ExtendedEqualProbabilitiesBinomialTree< T >

NAME

ExtendedEqualProbabilitiesBinomialTree< T > − 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_

Additional Inherited Members

Detailed Description

template<class T>
class QuantLib::ExtendedEqualProbabilitiesBinomialTree< T >" Base class for equal probabilities binomial tree.

Author

Generated automatically by Doxygen for QuantLib from the source code.

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