ExtendedLeisenReimer Class Reference

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

Public Member Functions | Protected Attributes
ExtendedLeisenReimer Class Reference
Lattice methods

Leisen & Reimer tree: multiplicative approach. More...

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

Inheritance diagram for ExtendedLeisenReimer:
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List of all members.

## Public Member Functions
| ExtendedLeisenReimer (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike)
Real | underlying (Size i, Size index) const
Real | probability (Size, Size, Size branch) const
## Protected Attributes
Time | end_
Size | oddSteps_
Real | strike_
Real | up_
Real | down_
Real | pu_
Real | pd_

## Detailed Description

Leisen & Reimer tree: multiplicative approach.