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QuantLib::ExtendedBinomialTree< T > Class Template Reference

#include <extendedbinomialtree.hpp>

Inheritance diagram for QuantLib::ExtendedBinomialTree< T >:

QuantLib::Tree< T > QuantLib::CuriouslyRecurringTemplate< T > QuantLib::ExtendedEqualJumpsBinomialTree< T > QuantLib::ExtendedEqualProbabilitiesBinomialTree< T > QuantLib::ExtendedLeisenReimer QuantLib::ExtendedTian QuantLib::ExtendedCoxRossRubinstein QuantLib::ExtendedTrigeorgis QuantLib::ExtendedAdditiveEQPBinomialTree QuantLib::ExtendedJarrowRudd

List of all members.


Detailed Description

template<class T>
class QuantLib::ExtendedBinomialTree< T >

Binomial tree base class.

Definition at line 39 of file extendedbinomialtree.hpp.


Public Types

enum  Branches { branches = 2 }

Public Member Functions

Size columns () const
Size descendant (Size, Size index, Size branch) const
 ExtendedBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)
Size size (Size i) const

Protected Member Functions

Real driftStep (Time driftTime) const
const T & impl () const
T & impl ()

Protected Attributes

Real driftPerStep_
Time dt_
boost::shared_ptr
< StochasticProcess1D
treeProcess_
Real x0_

The documentation for this class was generated from the following file:

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