QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
Public Member Functions | List of all members
AdditiveEQPBinomialTree Class Reference

Additive equal probabilities binomial tree. More...

#include <ql/methods/lattices/binomialtree.hpp>

+ Inheritance diagram for AdditiveEQPBinomialTree:

Public Member Functions

 AdditiveEQPBinomialTree (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike)
 
- Public Member Functions inherited from EqualProbabilitiesBinomialTree< AdditiveEQPBinomialTree >
 EqualProbabilitiesBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)
 
Real underlying (Size i, Size index) const
 
Real probability (Size, Size, Size) const
 
- Public Member Functions inherited from BinomialTree< AdditiveEQPBinomialTree >
 BinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)
 
Size size (Size i) const
 
Size descendant (Size, Size index, Size branch) const
 
- Public Member Functions inherited from Tree< AdditiveEQPBinomialTree >
 Tree (Size columns)
 
Size columns () const
 

Additional Inherited Members

- Public Types inherited from BinomialTree< AdditiveEQPBinomialTree >
enum  Branches
 
- Protected Member Functions inherited from CuriouslyRecurringTemplate< AdditiveEQPBinomialTree >
AdditiveEQPBinomialTreeimpl ()
 
const AdditiveEQPBinomialTreeimpl () const
 
- Protected Attributes inherited from EqualProbabilitiesBinomialTree< AdditiveEQPBinomialTree >
Real up_
 
- Protected Attributes inherited from BinomialTree< AdditiveEQPBinomialTree >
Real x0_
 
Real driftPerStep_
 
Time dt_
 

Detailed Description

Additive equal probabilities binomial tree.