binomialtree.hpp File Reference

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	BinomialTree< T >
	Binomial tree base class. More...
class	EqualProbabilitiesBinomialTree< T >
	Base class for equal probabilities binomial tree. More...
class	EqualJumpsBinomialTree< T >
	Base class for equal jumps binomial tree. More...
class	JarrowRudd
	Jarrow-Rudd (multiplicative) equal probabilities binomial tree. More...
class	CoxRossRubinstein
	Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree. More...
class	AdditiveEQPBinomialTree
	Additive equal probabilities binomial tree. More...
class	Trigeorgis
	Trigeorgis (additive equal jumps) binomial tree More...
class	Tian
	Tian tree: third moment matching, multiplicative approach More...
class	LeisenReimer
	Leisen & Reimer tree: multiplicative approach. More...
class	Joshi4

Namespaces
namespace	QuantLib

Detailed Description

Binomial tree class.

Definition in file binomialtree.hpp.