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

Detailed Description
template<class T>
class QuantLib::BinomialTree< T >
Binomial tree base class.
Public Types | |
enum | Branches { branches = 2 } |
Public Member Functions | |
BinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) | |
Size | size (Size i) const |
Size | descendant (Size, Size index, Size branch) const |
Protected Attributes | |
Real | x0_ |
Real | driftPerStep_ |
Time | dt_ |