ExtendedEqualJumpsBinomialTree< T > Class Template Reference

### A free/open-source library for quantitative finance

Public Member Functions | Protected Member Functions | Protected Attributes
ExtendedEqualJumpsBinomialTree< T > Class Template Reference
Lattice methods

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

`#include <ql/experimental/lattices/extendedbinomialtree.hpp>`

Inheritance diagram for ExtendedEqualJumpsBinomialTree< T >:
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List of all members.

## Public Member Functions
| ExtendedEqualJumpsBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)
Real | underlying (Size i, Size index) const
Real | probability (Size i, Size, Size branch) const
## Protected Member Functions
virtual Real | probUp (Time stepTime) const =0
virtual Real | dxStep (Time stepTime) const =0
## Protected Attributes
Real | dx_
Real | pu_
Real | pd_

## Detailed Description

### template<class T>
class QuantLib::ExtendedEqualJumpsBinomialTree< T >

Base class for equal jumps binomial tree.