BinomialTree Class Reference

#include <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 Handle< DiffusionProcess > &process, Time end, Size steps)
Size size (Size i) const
Size descendant (Size i, Size index, Size branch) const
virtual double underlying (Size i, Size index) const=0
virtual double probability (Size i, Size index, Size branch) const=0

Protected Attributes

double x0_
double driftPerStep_
Time dt_


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

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