- QuantLib
- ExtendedAdditiveEQPBinomialTree
Additive equal probabilities binomial tree. More...
#include <ql/experimental/lattices/extendedbinomialtree.hpp>
Public Member Functions | |
ExtendedAdditiveEQPBinomialTree (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike) | |
Protected Member Functions | |
Real | upStep (Time stepTime) const |
Additive equal probabilities binomial tree.