extendedbinomialtree.hpp File Reference

Time-dependent binomial tree class. More...

#include <ql/methods/lattices/tree.hpp>
#include <ql/instruments/dividendschedule.hpp>
#include <ql/stochasticprocess.hpp>

Go to the source code of this file.

Classes
class	ExtendedBinomialTree< T >
	Binomial tree base class. More...
class	ExtendedEqualProbabilitiesBinomialTree< T >
	Base class for equal probabilities binomial tree. More...
class	ExtendedEqualJumpsBinomialTree< T >
	Base class for equal jumps binomial tree. More...
class	ExtendedJarrowRudd
	Jarrow-Rudd (multiplicative) equal probabilities binomial tree. More...
class	ExtendedCoxRossRubinstein
	Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree. More...
class	ExtendedAdditiveEQPBinomialTree
	Additive equal probabilities binomial tree. More...
class	ExtendedTrigeorgis
	Trigeorgis (additive equal jumps) binomial tree More...
class	ExtendedTian
	Tian tree: third moment matching, multiplicative approach More...
class	ExtendedLeisenReimer
	Leisen & Reimer tree: multiplicative approach. More...
class	ExtendedJoshi4

Namespaces
namespace	QuantLib

Detailed Description

Time-dependent binomial tree class.

Definition in file extendedbinomialtree.hpp.