BinomialTree< T > Class Template Reference

Binomial tree base class. More...

#include <binomialtree.hpp>

Inheritance diagram for BinomialTree< T >:

Collaboration diagram for BinomialTree< T >:

Public Types
enum	Branches { branches = 2 }

Public Member Functions
	BinomialTree (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 Attributes
Real	x0_
Real	driftPerStep_
Time	dt_

Additional Inherited Members
Protected Member Functions inherited from CuriouslyRecurringTemplate< T >
	CuriouslyRecurringTemplate ()=default
	~CuriouslyRecurringTemplate ()=default
T &	impl ()
const T &	impl () const

Detailed Description

template<class T>
class QuantLib::BinomialTree< T >

Binomial tree base class.

Definition at line 39 of file binomialtree.hpp.

Member Enumeration Documentation

Branches

enum Branches

Enumerator
branches

Definition at line 41 of file binomialtree.hpp.

Constructor & Destructor Documentation

BinomialTree()

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

Definition at line 42 of file binomialtree.hpp.

Member Function Documentation

size()

Size size

(

Size

i

)

const

Definition at line 48 of file binomialtree.hpp.

descendant()

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

Definition at line 51 of file binomialtree.hpp.

Member Data Documentation

x0_

Real x0_

protected

Definition at line 55 of file binomialtree.hpp.

driftPerStep_

Real driftPerStep_

protected

Definition at line 55 of file binomialtree.hpp.

dt_

Time dt_

protected

Definition at line 56 of file binomialtree.hpp.