ExtendedAdditiveEQPBinomialTree (3) Linux Manual Page

QuantLib::ExtendedAdditiveEQPBinomialTree – Additive equal probabilities binomial tree.

Synopsis

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

Inherits ExtendedEqualProbabilitiesBinomialTree< ExtendedAdditiveEQPBinomialTree >.

Public Member Functions

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

Protected Member Functions

Real upStep (Time stepTime) const

Detailed Description

Additive equal probabilities binomial tree.

Author

Generated automatically by Doxygen for QuantLib from the source code.