TrinomialBranching Class Reference

#include <ql/Lattices/trinomialtree.hpp>

List of all members.


Detailed Description

Branching scheme for a trinomial node.

Each node has three descendants, with the middle branch linked to the node which is closest to the expectation of the variable.


Public Member Functions

Size descendant (Size index, Size branch) const
Real probability (Size index, Size branch) const
Integer jMin () const


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