EqualProbabilitiesBinomialTree Class Template Reference
[Lattice methods]

#include <ql/methods/lattices/binomialtree.hpp>

Inheritance diagram for EqualProbabilitiesBinomialTree:

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Detailed Description

template<class T>
class QuantLib::EqualProbabilitiesBinomialTree< T >

Base class for equal probabilities binomial tree.


Public Member Functions

 EqualProbabilitiesBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)
Real underlying (Size i, Size index) const
Real probability (Size, Size, Size) const

Protected Attributes

Real up_