EqualJumpsBinomialTree< T > Class Template Reference

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

#include <binomialtree.hpp>

Inheritance diagram for EqualJumpsBinomialTree< T >:

Collaboration diagram for EqualJumpsBinomialTree< T >:

Public Member Functions
	EqualJumpsBinomialTree (const ext::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)
Real	underlying (Size i, Size index) const
Real	probability (Size, Size, Size branch) const
Public Member Functions inherited from BinomialTree< T >
	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	dx_
Real	pu_
Real	pd_
Protected Attributes inherited from BinomialTree< T >
Real	x0_
Real	driftPerStep_
Time	dt_

Additional Inherited Members
Public Types inherited from BinomialTree< T >
enum	Branches { branches = 2 }
Protected Member Functions inherited from CuriouslyRecurringTemplate< T >
	CuriouslyRecurringTemplate ()=default
	~CuriouslyRecurringTemplate ()=default
T &	impl ()
const T &	impl () const

Detailed Description

template<class T>
class QuantLib::EqualJumpsBinomialTree< T >

Base class for equal jumps binomial tree.

Definition at line 84 of file binomialtree.hpp.

Constructor & Destructor Documentation

EqualJumpsBinomialTree()

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

Definition at line 86 of file binomialtree.hpp.

Member Function Documentation

underlying()

Real underlying	(	Size	i,
		Size	index
	)		const

Definition at line 91 of file binomialtree.hpp.

probability()

Real probability	(	Size	,
		Size	,
		Size	branch
	)		const

Definition at line 96 of file binomialtree.hpp.

Member Data Documentation

dx_

Real dx_

protected

Definition at line 100 of file binomialtree.hpp.

pu_

Real pu_

protected

Definition at line 100 of file binomialtree.hpp.

pd_

Real pd_

protected

Definition at line 100 of file binomialtree.hpp.