ExtendedBinomialTree< T > Class Template Reference

Binomial tree base class. More...

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

Inheritance diagram for ExtendedBinomialTree< T >:

Public Types
enum	Branches { branches = 2 }

Public Member Functions
	ExtendedBinomialTree (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 Member Functions
Real	driftStep (Time driftTime) const
Protected Member Functions inherited from CuriouslyRecurringTemplate< T >
T &	impl ()
const T &	impl () const

Protected Attributes
Real	x0_
Time	dt_
ext::shared_ptr< StochasticProcess1D >	treeProcess_

Detailed Description

template<class T>
class QuantLib::ExtendedBinomialTree< T >

Binomial tree base class.