EqualJumpsBinomialTree Class Template Reference
[Lattice methods]
Base class for equal jumps binomial tree.
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#include <ql/methods/lattices/binomialtree.hpp>
Inheritance diagram for EqualJumpsBinomialTree:

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.