ExtendedTrigeorgis

NAME

ExtendedTrigeorgis − Trigeorgis (additive equal jumps) binomial tree

SYNOPSIS

#include <ql/experimental/lattices/extendedbinomialtree.hpp>

Inherits ExtendedEqualJumpsBinomialTree< ExtendedTrigeorgis >.

Public Member Functions

ExtendedTrigeorgis (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike)

Protected Member Functions

Real dxStep (Time stepTime) const
Real probUp (Time stepTime) const

Additional Inherited Members

Detailed Description

Trigeorgis (additive equal jumps) binomial tree

Author

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