BinomialTree Class Reference#include <ql/Lattices/binomialtree.hpp>
Inheritance diagram for BinomialTree:
[legend]List of all members.
Detailed Description
Binomial tree base class.
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Public Member Functions |
| BinomialTree (const Handle< DiffusionProcess > &process, Time end, Size steps) |
Size | size (Size i) const |
Size | descendant (Size i, Size index, Size branch) const |
virtual double | underlying (Size i, Size index) const=0 |
virtual double | probability (Size i, Size index, Size branch) const=0 |
Protected Attributes |
double | x0_ |
double | driftPerStep_ |
Time | dt_ |
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