ExtendedEqualProbabilitiesBinomialTree Class Template Reference
[Lattice methods]

Base class for equal probabilities binomial tree. More...

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

Inheritance diagram for ExtendedEqualProbabilitiesBinomialTree:

List of all members.

Public Member Functions

 ExtendedEqualProbabilitiesBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)
Real underlying (Size i, Size index) const
Real probability (Size, Size, Size) const

Protected Member Functions

virtual Real upStep (Time stepTime) const =0

Protected Attributes

Real up_


Detailed Description

template<class T>
class QuantLib::ExtendedEqualProbabilitiesBinomialTree< T >

Base class for equal probabilities binomial tree.