BinomialTree (3) Linux Manual Page
ql/methods/lattices/binomialtree.hpp – Binomial tree class.
Synopsis
#include <ql/methods/lattices/tree.hpp>#include <ql/instruments/dividendschedule.hpp>
#include <ql/stochasticprocess.hpp>
Classes
class BinomialTree< T >Binomial tree base class.
class EqualProbabilitiesBinomialTree< T >
Base class for equal probabilities binomial tree.
class EqualJumpsBinomialTree< T >
Base class for equal jumps binomial tree.
class JarrowRudd
Jarrow-Rudd (multiplicative) equal probabilities binomial tree.
class CoxRossRubinstein
Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree.
class AdditiveEQPBinomialTree
Additive equal probabilities binomial tree.
class Trigeorgis
Trigeorgis (additive equal jumps) binomial tree
class Tian
Tian tree: third moment matching, multiplicative approach
class LeisenReimer
Leisen & Reimer tree: multiplicative approach.