![]() QuantLib 0.3.7Getting startedReference manual |
TrinomialTree Class Reference |
Public Member Functions | |
TrinomialTree (const boost::shared_ptr< StochasticProcess > &process, const TimeGrid &timeGrid, bool isPositive=false) | |
Real | dx (Size i) const |
Size | size (Size i) const |
Real | underlying (Size i, Size index) const |
const TimeGrid & | timeGrid () const |
Size | descendant (Size i, Size index, Size branch) const |
Real | probability (Size i, Size index, Size branch) const |
Protected Attributes | |
std::vector< boost::shared_ptr< TrinomialBranching > > | branchings_ |
Real | x0_ |
std::vector< Real > | dx_ |
TimeGrid | timeGrid_ |
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