EqualJumpsBinomialTree< T > Class Template Reference

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

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

Inheritance diagram for EqualJumpsBinomialTree< T >:

Public Member Functions
	EqualJumpsBinomialTree (const ext::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)
Real	underlying (Size i, Size index) const
Real	probability (Size, Size, Size branch) const
Public Member Functions inherited from BinomialTree< T >
	BinomialTree (const ext::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< T >
	Tree (Size columns)
Size	columns () const

Protected Attributes
Real	dx_
Real	pu_
Real	pd_
Protected Attributes inherited from BinomialTree< T >
Real	x0_
Real	driftPerStep_
Time	dt_

Additional Inherited Members
Public Types inherited from BinomialTree< T >
enum	Branches { branches = 2 }
Protected Member Functions inherited from CuriouslyRecurringTemplate< T >
T &	impl ()

Detailed Description

template<class T>
class QuantLib::EqualJumpsBinomialTree< T >

Base class for equal jumps binomial tree.