- QuantLib
- ExtendedBinomialTree
 
Binomial tree base class. More...
#include <ql/experimental/lattices/extendedbinomialtree.hpp>

| Public Types | |
| enum | Branches { branches = 2 } | 
| Public Member Functions | |
| ExtendedBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) | |
| Size | size (Size i) const | 
| Size | descendant (Size, Size index, Size branch) const | 
| Protected Member Functions | |
| Real | driftStep (Time driftTime) const | 
| Protected Attributes | |
| Real | x0_ | 
| Real | driftPerStep_ | 
| Time | dt_ | 
| boost::shared_ptr < StochasticProcess1D > | treeProcess_ | 
Binomial tree base class.