- QuantLib
- ExtendedEqualJumpsBinomialTree
Base class for equal jumps binomial tree. More...
#include <ql/experimental/lattices/extendedbinomialtree.hpp>
Public Member Functions | |
ExtendedEqualJumpsBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) | |
Real | underlying (Size i, Size index) const |
Real | probability (Size i, Size, Size branch) const |
Protected Member Functions | |
virtual Real | probUp (Time stepTime) const =0 |
virtual Real | dxStep (Time stepTime) const =0 |
Protected Attributes | |
Real | dx_ |
Real | pu_ |
Real | pd_ |
Base class for equal jumps binomial tree.