- QuantLib
- ExtendedTrigeorgis
Trigeorgis (additive equal jumps) binomial tree More...
#include <ql/experimental/lattices/extendedbinomialtree.hpp>
Public Member Functions | |
ExtendedTrigeorgis (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike) | |
Protected Member Functions | |
Real | dxStep (Time stepTime) const |
Real | probUp (Time stepTime) const |
Trigeorgis (additive equal jumps) binomial tree