ql/methods/lattices/binomialtree.hpp File Reference
Detailed Description
Binomial tree class.
#include <ql/methods/lattices/tree.hpp>
#include <ql/instruments/dividendschedule.hpp>
#include <ql/stochasticprocess.hpp>
Include dependency graph for binomialtree.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | BinomialTree |
| Binomial tree base class. More... | |
| class | EqualProbabilitiesBinomialTree |
| Base class for equal probabilities binomial tree. More... | |
| class | EqualJumpsBinomialTree |
| Base class for equal jumps binomial tree. More... | |
| class | JarrowRudd |
| Jarrow-Rudd (multiplicative) equal probabilities binomial tree. More... | |
| class | CoxRossRubinstein |
| Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree. More... | |
| class | AdditiveEQPBinomialTree |
| Additive equal probabilities binomial tree. More... | |
| class | Trigeorgis |
| Trigeorgis (additive equal jumps) binomial tree More... | |
| class | Tian |
| Tian tree: third moment matching, multiplicative approach More... | |
| class | LeisenReimer |
| Leisen & Reimer tree: multiplicative approach. More... | |