ExtendedEqualJumpsBinomialTree< T > Class Template Reference

Base class for equal jumps binomial tree. More...

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

Inheritance diagram for ExtendedEqualJumpsBinomialTree< T >:

List of all members.

Public Member Functions

 ExtendedEqualJumpsBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)
Real underlying (Size i, Size index) const
Real probability (Size i, Size, Size branch) const

Protected Member Functions

virtual Real probUp (Time stepTime) const =0
virtual Real dxStep (Time stepTime) const =0

Protected Attributes

Real dx_
Real pu_
Real pd_

Detailed Description

template<class T>
class QuantLib::ExtendedEqualJumpsBinomialTree< T >

Base class for equal jumps binomial tree.