QuantLib: AdditiveEQPBinomialTree Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Member Functions | List of all members
AdditiveEQPBinomialTree Class Reference
Lattice methods

Additive equal probabilities binomial tree. More...

`#include <ql/methods/lattices/binomialtree.hpp>`

Inheritance diagram for AdditiveEQPBinomialTree:
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## Public Member Functions
| AdditiveEQPBinomialTree (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike)
Public Member Functions inherited from EqualProbabilitiesBinomialTree< AdditiveEQPBinomialTree >
| EqualProbabilitiesBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)
Real | underlying (Size i, Size index) const
Real | probability (Size, Size, Size) const
Public Member Functions inherited from BinomialTree< AdditiveEQPBinomialTree >
| BinomialTree (const boost::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< AdditiveEQPBinomialTree >
| Tree (Size columns)
Size | columns () const

## Additional Inherited Members
Public Types inherited from BinomialTree< AdditiveEQPBinomialTree >
enum | Branches
Protected Member Functions inherited from CuriouslyRecurringTemplate< AdditiveEQPBinomialTree >
AdditiveEQPBinomialTree & | impl ()
const AdditiveEQPBinomialTree & | impl () const
Protected Attributes inherited from EqualProbabilitiesBinomialTree< AdditiveEQPBinomialTree >
Real | up_
Protected Attributes inherited from BinomialTree< AdditiveEQPBinomialTree >
Real | x0_
Real | driftPerStep_
Time | dt_

## Detailed Description

Additive equal probabilities binomial tree.