QuantLib_ExtendedEqualProbabilitiesBinomialTree

Langue: en

Autres versions - même langue

Version: 373439 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::ExtendedEqualProbabilitiesBinomialTree -

Base class for equal probabilities binomial tree.

SYNOPSIS


#include <ql/experimental/lattices/extendedbinomialtree.hpp>

Inherits QuantLib::ExtendedBinomialTree< T >.

Public Member Functions


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

Real underlying (Size i, Size index) const

Real probability (Size, Size, Size) const

Protected Member Functions


virtual Real upStep (Time stepTime) const =0

Protected Attributes


Real up_

Detailed Description

template<class T> class QuantLib::ExtendedEqualProbabilitiesBinomialTree< T >

Base class for equal probabilities binomial tree.

Author

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