QuantLib 0.3.11
Getting started
Reference manual
EqualProbabilitiesBinomialTree Class Template Reference
[Lattice methods]
#include <ql/Lattices/binomialtree.hpp>
Inheritance diagram for EqualProbabilitiesBinomialTree:
Detailed Description
template<class T>
class QuantLib::EqualProbabilitiesBinomialTree< T >
Base class for equal probabilities binomial tree.
Public Member Functions | |
| EqualProbabilitiesBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) | |
| Real | underlying (Size i, Size index) const |
| Real | probability (Size, Size, Size) const |
Protected Attributes | |
| Real | up_ |
