ExtendedBinomialTree Class Template Reference
[Lattice methods]
Binomial tree base class.
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#include <ql/experimental/lattices/extendedbinomialtree.hpp>
Inheritance diagram for ExtendedBinomialTree:

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_ |
Detailed Description
template<class T>
class QuantLib::ExtendedBinomialTree< T >
Binomial tree base class.