EqualJumpsBinomialTree Class Reference

#include <binomialtree.hpp>

Inheritance diagram for EqualJumpsBinomialTree:

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Detailed Description

base class for equal jumps binomial tree


Public Member Functions

 EqualJumpsBinomialTree (const Handle< DiffusionProcess > &process, Time end, Size steps)
double underlying (Size i, Size index) const
double probability (Size, Size, Size branch) const

Protected Attributes

double dx_
double pu_
double pd_


The documentation for this class was generated from the following files:

QuantLib.org
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