TrinomialBranching Class Reference#include <ql/Lattices/trinomialtree.hpp>
List of all members.
Detailed Description
Branching scheme for a trinomial node.
Each node has three descendants, with the middle branch linked to the node which is closest to the expectation of the variable.
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Public Member Functions |
Size | descendant (Size index, Size branch) const |
double | probability (Size index, Size branch) const |
int | jMin () const |
Friends |
class | TrinomialTree |
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