QuantLib_BinomialTree (3) Linux Manual Page
QuantLib::BinomialTree – Binomial tree base class.
Synopsis
#include <ql/methods/lattices/binomialtree.hpp>
Inherits Tree< T >.
Public Types
enum Branches { branches = 2 }
Public Member Functions
BinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)
Size size (Size i) const
Size descendant (Size, Size index, Size branch) const
Protected Attributes
Real x0_
Real driftPerStep_
Time dt_
Detailed Description
template<class T> class QuantLib::BinomialTree< T >
Binomial tree base class.
Author
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