Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

binomialtree.hpp File Reference


Detailed Description

Binomial tree class.

Definition in file binomialtree.hpp.

#include <ql/stochasticprocess.hpp>
#include <ql/Lattices/tree.hpp>
#include <ql/Instruments/dividendschedule.hpp>
#include <ql/Processes/blackscholesprocess.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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


Generated by  Doxygen 1.6.0   Back to index