ql/methods/lattices/binomialtree.hpp File Reference
Detailed Description
Binomial tree class.
#include <ql/stochasticprocess.hpp>
#include <ql/methods/lattices/tree.hpp>
#include <ql/instruments/dividendschedule.hpp>
#include <ql/processes/blackscholesprocess.hpp>
Include dependency graph for binomialtree.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | BinomialTree |
Binomial tree base class. More... | |
class | EqualProbabilitiesBinomialTree |
Base class for equal probabilities binomial tree. More... | |
class | EqualJumpsBinomialTree |
Base class for equal jumps binomial tree. More... | |
class | JarrowRudd |
Jarrow-Rudd (multiplicative) equal probabilities binomial tree. More... | |
class | CoxRossRubinstein |
Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree. More... | |
class | AdditiveEQPBinomialTree |
Additive equal probabilities binomial tree. More... | |
class | Trigeorgis |
Trigeorgis (additive equal jumps) binomial tree More... | |
class | Tian |
Tian tree: third moment matching, multiplicative approach More... | |
class | LeisenReimer |
Leisen & Reimer tree: multiplicative approach. More... |