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...