ExtendedBinomialTree< T > Class Template Reference

Binomial tree base class. More...

#include <ql/experimental/lattices/extendedbinomialtree.hpp>

Inheritance diagram for ExtendedBinomialTree< T >:

Collaboration diagram for ExtendedBinomialTree< T >:

Public Types
enum	Branches { branches = 2 }

Public Member Functions
	ExtendedBinomialTree (const ext::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)
Size	size (Size i) const
Size	descendant (Size, Size index, Size branch) const
Public Member Functions inherited from Tree< T >
	Tree (Size columns)
Size	columns () const

Protected Member Functions
Real	driftStep (Time driftTime) const
Protected Member Functions inherited from CuriouslyRecurringTemplate< T >
	CuriouslyRecurringTemplate ()=default
	~CuriouslyRecurringTemplate ()=default
T &	impl ()
const T &	impl () const

Protected Attributes
Real	x0_
Time	dt_
ext::shared_ptr< StochasticProcess1D >	treeProcess_

Detailed Description

template<class T>
class QuantLib::ExtendedBinomialTree< T >

Binomial tree base class.

Definition at line 39 of file extendedbinomialtree.hpp.

Member Enumeration Documentation

Branches

enum Branches

Enumerator
branches

Definition at line 41 of file extendedbinomialtree.hpp.

Constructor & Destructor Documentation

ExtendedBinomialTree()

ExtendedBinomialTree	(	const ext::shared_ptr< StochasticProcess1D > &	process,
		Time	end,
		Size	steps
	)

Definition at line 42 of file extendedbinomialtree.hpp.

Member Function Documentation

size()

Size size

(

Size

i

)

const

Definition at line 48 of file extendedbinomialtree.hpp.

descendant()

Size descendant	(	Size	,
		Size	index,
		Size	branch
	)		const

Definition at line 51 of file extendedbinomialtree.hpp.

driftStep()

Real driftStep ( Time  driftTime ) const

protected

Definition at line 56 of file extendedbinomialtree.hpp.

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Member Data Documentation

x0_

Real x0_

protected

Definition at line 60 of file extendedbinomialtree.hpp.

dt_

Time dt_

protected

Definition at line 61 of file extendedbinomialtree.hpp.

treeProcess_

ext::shared_ptr<StochasticProcess1D> treeProcess_

protected

Definition at line 64 of file extendedbinomialtree.hpp.