Rechercher une page de manuel
extendedbinomialtree.hpp
Langue: en
Version: 170275 (fedora - 06/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/lattices/extendedbinomialtree.hpp - Time-dependent binomial tree class.SYNOPSIS
#include <ql/methods/lattices/tree.hpp>
#include <ql/instruments/dividendschedule.hpp>
#include <ql/stochasticprocess.hpp>
Classes
class ExtendedBinomialTree< T >
Binomial tree base class.
class ExtendedEqualProbabilitiesBinomialTree< T >
Base class for equal probabilities binomial tree.
class ExtendedEqualJumpsBinomialTree< T >
Base class for equal jumps binomial tree.
class ExtendedJarrowRudd
Jarrow-Rudd (multiplicative) equal probabilities binomial tree.
class ExtendedCoxRossRubinstein
Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree.
class ExtendedAdditiveEQPBinomialTree
Additive equal probabilities binomial tree.
class ExtendedTrigeorgis
Trigeorgis (additive equal jumps) binomial tree
class ExtendedTian
Tian tree: third moment matching, multiplicative approach
class ExtendedLeisenReimer
Leisen & Reimer tree: multiplicative approach.
Detailed Description
Time-dependent binomial tree class.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre