Base class for equal probabilities binomial tree. More...
#include <ql/experimental/lattices/extendedbinomialtree.hpp>
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 |
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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 | |
virtual Real | upStep (Time stepTime) const =0 |
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Real | driftStep (Time driftTime) const |
Protected Attributes | |
Real | up_ |
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Real | x0_ |
Real | driftPerStep_ |
Time | dt_ |
boost::shared_ptr < StochasticProcess1D > | treeProcess_ |
Additional Inherited Members | |
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enum | Branches { branches = 2 } |
Base class for equal probabilities binomial tree.