QuantLib 0.3.11
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Reference manual
BinomialTree Class Template Reference
[Lattice methods]
#include <ql/Lattices/binomialtree.hpp>
Inheritance diagram for BinomialTree:
Detailed Description
template<class T>
class QuantLib::BinomialTree< T >
Binomial tree base class.
Public Types | |
| enum | { 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_ |
