ExtendedBinomialTree Class Template Reference
[Lattice methods]

Binomial tree base class. More...

#include <ql/experimental/lattices/extendedbinomialtree.hpp>

Inheritance diagram for ExtendedBinomialTree:

List of all members.

Public Types

enum  Branches { branches = 2 }

Public Member Functions

 ExtendedBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)
Size size (Size i) const
Size descendant (Size, Size index, Size branch) const

Protected Member Functions

Real driftStep (Time driftTime) const

Protected Attributes

Real x0_
Real driftPerStep_
Time dt_
boost::shared_ptr
< StochasticProcess1D
treeProcess_


Detailed Description

template<class T>
class QuantLib::ExtendedBinomialTree< T >

Binomial tree base class.