driftPerStep_ (3) Linux Manual Page
QuantLib::ExtendedBinomialTree – Binomial tree base class. Synopsis #include <ql/experimental/lattices/extendedbinomialtree.hpp> Inherits Tree< T >. Public Types enum Branches { branches = 2 } Public Member Functions ExtendedBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) Size size (Size i) const Size descendant (Size, Size index, Size branch) const Protected Member Functions Real driftStep (Time driftTime)…
