Additive equal probabilities binomial tree. More...
#include <ql/experimental/lattices/extendedbinomialtree.hpp>
Public Member Functions | |
ExtendedAdditiveEQPBinomialTree (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike) | |
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ExtendedEqualProbabilitiesBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) | |
Real | underlying (Size i, Size index) const |
Real | probability (Size, Size, Size) const |
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ExtendedBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) | |
Size | size (Size i) const |
Size | descendant (Size, Size index, Size branch) const |
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Tree (Size columns) | |
Size | columns () const |
Protected Member Functions | |
Real | upStep (Time stepTime) const |
Additional Inherited Members | |
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enum | Branches |
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Real | up_ |
Additive equal probabilities binomial tree.