pd_ (3) Linux Manual Page
QuantLib::ExtendedEqualJumpsBinomialTree – Base class for equal jumps binomial tree. Synopsis virtual Real probUp (Time stepTime) const =0 virtual Real dxStep (Time stepTime) const =0 Protected Attributes Inherits ExtendedBinomialTree< T >. Public Member Functions ExtendedEqualJumpsBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) Real underlying (Size i, Size index) const Real probability (Size i, Size,…
