TrinomialTree::Branching Class Reference

Collaboration diagram for TrinomialTree::Branching:

Public Member Functions
	Branching ()
Size	descendant (Size index, Size branch) const
Real	probability (Size index, Size branch) const
Size	size () const
Integer	jMin () const
Integer	jMax () const
void	add (Integer k, Real p1, Real p2, Real p3)

Private Attributes
std::vector< Integer >	k_
std::vector< std::vector< Real > >	probs_
Integer	kMin_
Integer	jMin_
Integer	kMax_
Integer	jMax_

Detailed Description

Definition at line 66 of file trinomialtree.hpp.

Constructor & Destructor Documentation

Branching()

Branching

(

)

Definition at line 105 of file trinomialtree.hpp.

Member Function Documentation

descendant()

Size descendant	(	Size	index,
		Size	branch
	)		const

Definition at line 109 of file trinomialtree.hpp.

probability()

Real probability	(	Size	index,
		Size	branch
	)		const

Definition at line 114 of file trinomialtree.hpp.

size()

Size size

(

)

const

Definition at line 119 of file trinomialtree.hpp.

jMin()

Integer jMin

(

)

const

Definition at line 123 of file trinomialtree.hpp.

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jMax()

Integer jMax

(

)

const

Definition at line 127 of file trinomialtree.hpp.

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add()

void add	(	Integer	k,
		Real	p1,
		Real	p2,
		Real	p3
	)

Definition at line 131 of file trinomialtree.hpp.

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Member Data Documentation

k_

std::vector<Integer> k_

private

Definition at line 76 of file trinomialtree.hpp.

probs_

std::vector<std::vector<Real> > probs_

private

Definition at line 77 of file trinomialtree.hpp.

kMin_

Integer kMin_

private

Definition at line 78 of file trinomialtree.hpp.

jMin_

Integer jMin_

private

Definition at line 78 of file trinomialtree.hpp.

kMax_

Integer kMax_

private

Definition at line 78 of file trinomialtree.hpp.

jMax_

Integer jMax_

private

Definition at line 78 of file trinomialtree.hpp.