BinomialTree Class Reference
[Lattice methods]

#include <ql/Lattices/binomialtree.hpp>

Inheritance diagram for BinomialTree:

Inheritance graph
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List of all members.

Detailed Description

Binomial tree base class.


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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