ExtendedTrigeorgis Class Reference

Trigeorgis (additive equal jumps) binomial tree More...

#include <ql/experimental/lattices/extendedbinomialtree.hpp>

Inheritance diagram for ExtendedTrigeorgis:

List of all members.

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

Detailed Description

Trigeorgis (additive equal jumps) binomial tree