NAME

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) const

Protected Attributes


Real x0_

Real driftPerStep_

Time dt_

boost::shared_ptr< StochasticProcess1D > treeProcess_

Detailed Description

template<class T> class QuantLib::ExtendedBinomialTree< T >

Binomial tree base class.

Author

Generated automatically by Doxygen for QuantLib from the source code.