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extendedbinomialtree.hpp File Reference

Time-dependent binomial tree class. More...

#include <ql/methods/lattices/tree.hpp>
#include <ql/instruments/dividendschedule.hpp>
#include <ql/stochasticprocess.hpp>
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Classes

class  QuantLib::ExtendedAdditiveEQPBinomialTree
 Additive equal probabilities binomial tree. More...
class  QuantLib::ExtendedBinomialTree< T >
 Binomial tree base class. More...
class  QuantLib::ExtendedCoxRossRubinstein
 Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree. More...
class  QuantLib::ExtendedEqualJumpsBinomialTree< T >
 Base class for equal jumps binomial tree. More...
class  QuantLib::ExtendedEqualProbabilitiesBinomialTree< T >
 Base class for equal probabilities binomial tree. More...
class  QuantLib::ExtendedJarrowRudd
 Jarrow-Rudd (multiplicative) equal probabilities binomial tree. More...
class  QuantLib::ExtendedJoshi4
class  QuantLib::ExtendedLeisenReimer
 Leisen & Reimer tree: multiplicative approach. More...
class  QuantLib::ExtendedTian
 Tian tree: third moment matching, multiplicative approach More...
class  QuantLib::ExtendedTrigeorgis
 Trigeorgis (additive equal jumps) binomial tree More...

Namespaces

namespace  QuantLib

Detailed Description

Time-dependent binomial tree class.

Definition in file extendedbinomialtree.hpp.


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