Base class for equal probabilities binomial tree. More...

#include <extendedbinomialtree.hpp>

Inheritance diagram for ExtendedEqualProbabilitiesBinomialTree< T >:

Collaboration diagram for ExtendedEqualProbabilitiesBinomialTree< T >:

Public Member Functions
	ExtendedEqualProbabilitiesBinomialTree (const ext::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)

virtual	~ExtendedEqualProbabilitiesBinomialTree ()=default

Real	underlying (Size i, Size index) const

Real	probability (Size, Size, Size) const

Public Member Functions inherited from ExtendedBinomialTree< T >
	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
virtual Real	upStep (Time stepTime) const =0

Protected Member Functions inherited from ExtendedBinomialTree< T >
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	up_

Protected Attributes inherited from ExtendedBinomialTree< T >
Real	x0_

Time	dt_

ext::shared_ptr< StochasticProcess1D >	treeProcess_

Additional Inherited Members
Public Types inherited from ExtendedBinomialTree< T >
enum	Branches { branches = 2 }

Detailed Description

template<class T>
class QuantLib::ExtendedEqualProbabilitiesBinomialTree< T >

Base class for equal probabilities binomial tree.

Definition at line 71 of file extendedbinomialtree.hpp.

Constructor & Destructor Documentation

◆ ExtendedEqualProbabilitiesBinomialTree()

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

Definition at line 74 of file extendedbinomialtree.hpp.

◆ ~ExtendedEqualProbabilitiesBinomialTree()

virtual ~ExtendedEqualProbabilitiesBinomialTree ( )

virtualdefault

Member Function Documentation

◆ underlying()

Real underlying	(	Size	i,
		Size	index
	)		const

Definition at line 81 of file extendedbinomialtree.hpp.

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◆ probability()

Real probability	(	Size	,
		Size	,
		Size
	)		const

Definition at line 88 of file extendedbinomialtree.hpp.

◆ upStep()

virtual Real upStep ( Time stepTime ) const

protectedpure virtual

Implemented in ExtendedJarrowRudd, and ExtendedAdditiveEQPBinomialTree.

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Member Data Documentation

◆ up_

Real up_

protected

Definition at line 92 of file extendedbinomialtree.hpp.

Public Member Functions

Protected Member Functions

Protected Attributes

Additional Inherited Members