- QuantLib
- EqualProbabilitiesBinomialTree
Base class for equal probabilities binomial tree. More...
#include <ql/methods/lattices/binomialtree.hpp>
Public Member Functions | |
EqualProbabilitiesBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) | |
Real | underlying (Size i, Size index) const |
Real | probability (Size, Size, Size) const |
Protected Attributes | |
Real | up_ |
Base class for equal probabilities binomial tree.