QuantLib_EqualJumpsBinomialTree (3) Linux Manual Page

QuantLib::EqualJumpsBinomialTree – Base class for equal jumps binomial tree.

Synopsis

#include <ql/methods/lattices/binomialtree.hpp>

Inherits BinomialTree< T >.

Public Member Functions

EqualJumpsBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)

Real underlying (Size i, Size index) const

Real probability (Size, Size, Size branch) const

Protected Attributes

Real dx_

Real pu_

Real pd_

Detailed Description

template<class T> class QuantLib::EqualJumpsBinomialTree< T >

Base class for equal jumps binomial tree.

Author

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