QuantLib_BinomialTree

Langue: en

Autres versions - même langue

Version: 374073 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::BinomialTree -

Binomial tree base class.

SYNOPSIS


#include <ql/methods/lattices/binomialtree.hpp>

Inherits QuantLib::Tree< T >.

Inherited by EqualJumpsBinomialTree< T >, and EqualProbabilitiesBinomialTree< T >.

Public Types


enum Branches { branches = 2 }

Public Member Functions


BinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)

Size size (Size i) const

Size descendant (Size, Size index, Size branch) const

Protected Attributes


Real x0_

Real driftPerStep_

Time dt_

Detailed Description

template<class T> class QuantLib::BinomialTree< T >

Binomial tree base class.

Author

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