EqualJumpsBinomialTree Class Reference
[Lattice methods]

#include <ql/Lattices/binomialtree.hpp>

Inheritance diagram for EqualJumpsBinomialTree:

Inheritance graph
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List of all members.

Detailed Description

Base class for equal jumps binomial tree.


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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