AdditiveEQPBinomialTree Class Reference

Additive equal probabilities binomial tree. More...

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

Inheritance diagram for AdditiveEQPBinomialTree:

List of all members.

Public Member Functions

 AdditiveEQPBinomialTree (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike)

Detailed Description

Additive equal probabilities binomial tree.