- QuantLib
- ExtendedEqualJumpsBinomialTree
 
Base class for equal jumps binomial tree. More...
#include <ql/experimental/lattices/extendedbinomialtree.hpp>

| Public Member Functions | |
| ExtendedEqualJumpsBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) | |
| Real | underlying (Size i, Size index) const | 
| Real | probability (Size i, Size, Size branch) const | 
| Protected Member Functions | |
| virtual Real | probUp (Time stepTime) const =0 | 
| virtual Real | dxStep (Time stepTime) const =0 | 
| Protected Attributes | |
| Real | dx_ | 
| Real | pu_ | 
| Real | pd_ | 
Base class for equal jumps binomial tree.