![]() QuantLib 0.3.7Getting startedReference manual |
EqualJumpsBinomialTree Class Reference |
Public Member Functions | |
EqualJumpsBinomialTree (const boost::shared_ptr< StochasticProcess > &process, Time end, Size steps) | |
Real | underlying (Size i, Size index) const |
Real | probability (Size, Size, Size branch) const |
Protected Attributes | |
Real | dx_ |
Real | pu_ |
Real | pd_ |
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