![]() QuantLib 0.3.7Getting startedReference manual |
BinomialTree Class Reference |
Public Member Functions | |
BinomialTree (const boost::shared_ptr< StochasticProcess > &process, Time end, Size steps) | |
Size | size (Size i) const |
Size | descendant (Size, Size index, Size branch) const |
virtual Real | underlying (Size i, Size index) const =0 |
virtual Real | probability (Size i, Size index, Size branch) const =0 |
Protected Attributes | |
Real | x0_ |
Real | driftPerStep_ |
Time | dt_ |
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