ql/experimental/lattices/extendedbinomialtree.hpp File Reference

Time-dependent binomial tree class. More...

#include <ql/methods/lattices/tree.hpp>
#include <ql/instruments/dividendschedule.hpp>
#include <ql/stochasticprocess.hpp>

Include dependency graph for extendedbinomialtree.hpp:


Classes

class  ExtendedBinomialTree
 Binomial tree base class. More...
class  ExtendedEqualProbabilitiesBinomialTree
 Base class for equal probabilities binomial tree. More...
class  ExtendedEqualJumpsBinomialTree
 Base class for equal jumps binomial tree. More...
class  ExtendedJarrowRudd
 Jarrow-Rudd (multiplicative) equal probabilities binomial tree. More...
class  ExtendedCoxRossRubinstein
 Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree. More...
class  ExtendedAdditiveEQPBinomialTree
 Additive equal probabilities binomial tree. More...
class  ExtendedTrigeorgis
 Trigeorgis (additive equal jumps) binomial tree More...
class  ExtendedTian
 Tian tree: third moment matching, multiplicative approach More...
class  ExtendedLeisenReimer
 Leisen & Reimer tree: multiplicative approach. More...

Detailed Description

Time-dependent binomial tree class.