ExtendedEqualProbabilitiesBinomialTree< T > Class Template Reference
Base class for equal probabilities binomial tree. More...
#include <ql/experimental/lattices/extendedbinomialtree.hpp>
Inheritance diagram for ExtendedEqualProbabilitiesBinomialTree< T >:

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.