QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

EqualJumpsBinomialTree Class Reference #include <binomialtree.hpp> Inheritance diagram for EqualJumpsBinomialTree: [legend]List of all members. 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: ql/Lattices/binomialtree.hpp ql/Lattices/binomialtree.cpp

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