QuantLib_EqualJumpsBinomialTree

Langue: en

Autres versions - même langue

Version: 378970 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::EqualJumpsBinomialTree -

Base class for equal jumps binomial tree.

SYNOPSIS


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

Inherits QuantLib::BinomialTree< T >.

Public Member Functions


EqualJumpsBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)

Real underlying (Size i, Size index) const

Real probability (Size, Size, Size branch) const

Protected Attributes


Real dx_

Real pu_

Real pd_

Detailed Description

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

Base class for equal jumps binomial tree.

Author

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