- QuantLib
- ExtendedTian
 
Tian tree: third moment matching, multiplicative approach More...
#include <ql/experimental/lattices/extendedbinomialtree.hpp>

| Public Member Functions | |
| ExtendedTian (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike) | |
| Real | underlying (Size i, Size index) const | 
| Real | probability (Size, Size, Size branch) const | 
| Protected Attributes | |
| Real | up_ | 
| Real | down_ | 
| Real | pu_ | 
| Real | pd_ | 
Tian tree: third moment matching, multiplicative approach