EqualJumpsBinomialTree Class Template Reference
[Lattice methods]
#include <ql/methods/lattices/binomialtree.hpp>
Inheritance diagram for EqualJumpsBinomialTree:

Detailed Description
template<class T>
class QuantLib::EqualJumpsBinomialTree< T >
Base class for equal jumps binomial tree.
Public Member Functions | |
EqualJumpsBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) | |
Real | underlying (Size i, Size index) const |
Real | probability (Size, Size, Size branch) const |
Protected Attributes | |
Real | dx_ |
Real | pu_ |
Real | pd_ |