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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_extended_binomial_tree.html">ExtendedBinomialTree</a> </li>
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<a href="#pub-types">Public Types</a> |
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<div class="title">ExtendedBinomialTree< T > Class Template Reference<div class="ingroups"><a class="el" href="group__lattices.html">Lattice methods</a></div></div> </div>
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<!-- doxytag: class="QuantLib::ExtendedBinomialTree" --><!-- doxytag: inherits="QuantLib::Tree" -->
<p>Binomial tree base class.
<a href="class_quant_lib_1_1_extended_binomial_tree.html#details">More...</a></p>
<p><code>#include <ql/experimental/lattices/extendedbinomialtree.hpp></code></p>
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Inheritance diagram for ExtendedBinomialTree< T >:</div>
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<div class="center"><img src="class_quant_lib_1_1_extended_binomial_tree__inherit__graph.png" border="0" usemap="#_extended_binomial_tree_3_01_t_01_4_inherit__map" alt="Inheritance graph"/></div>
<map name="_extended_binomial_tree_3_01_t_01_4_inherit__map" id="_extended_binomial_tree_3_01_t_01_4_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_extended_equal_jumps_binomial_tree.html" title="Base class for equal jumps binomial tree." alt="" coords="5,166,259,197"/><area shape="rect" id="node7" href="class_quant_lib_1_1_extended_equal_probabilities_binomial_tree.html" title="Base class for equal probabilities binomial tree." alt="" coords="283,166,571,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_tree.html" title="Tree approximating a single-factor diffusion" alt="" coords="240,6,317,37"/></map>
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<p><a href="class_quant_lib_1_1_extended_binomial_tree-members.html">List of all members.</a></p>
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<tr><td colspan="2"><h2><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><b>Branches</b> { <b>branches</b> = 2
}</td></tr>
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8c0340599fce1f3727ff13158499561f"></a><!-- doxytag: member="QuantLib::ExtendedBinomialTree::ExtendedBinomialTree" ref="a8c0340599fce1f3727ff13158499561f" args="(const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)" -->
 </td><td class="memItemRight" valign="bottom"><b>ExtendedBinomialTree</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html">StochasticProcess1D</a> > &process, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> end, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> steps)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2609b991dbefe939a4749c7cb101fcb5"></a><!-- doxytag: member="QuantLib::ExtendedBinomialTree::size" ref="a2609b991dbefe939a4749c7cb101fcb5" args="(Size i) const " -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>size</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aab3e236871d755fdfdd7c3dd22c52f9c"></a><!-- doxytag: member="QuantLib::ExtendedBinomialTree::descendant" ref="aab3e236871d755fdfdd7c3dd22c52f9c" args="(Size, Size index, Size branch) const " -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>descendant</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> index, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> branch) const </td></tr>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a418855fb649d39b9d5722320dd8f932d"></a><!-- doxytag: member="QuantLib::ExtendedBinomialTree::driftStep" ref="a418855fb649d39b9d5722320dd8f932d" args="(Time driftTime) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>driftStep</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> driftTime) const </td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afb597b35edab96eecbcbf9a2df04f05d"></a><!-- doxytag: member="QuantLib::ExtendedBinomialTree::x0_" ref="afb597b35edab96eecbcbf9a2df04f05d" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>x0_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1f3db9657071c9b664b10313f33717ca"></a><!-- doxytag: member="QuantLib::ExtendedBinomialTree::driftPerStep_" ref="a1f3db9657071c9b664b10313f33717ca" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>driftPerStep_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6be603d8547f31e72817d2aaf219e325"></a><!-- doxytag: member="QuantLib::ExtendedBinomialTree::dt_" ref="a6be603d8547f31e72817d2aaf219e325" args="" -->
<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>dt_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1451aa584df31b64735d46fe9190cca6"></a><!-- doxytag: member="QuantLib::ExtendedBinomialTree::treeProcess_" ref="a1451aa584df31b64735d46fe9190cca6" args="" -->
boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html">StochasticProcess1D</a> > </td><td class="memItemRight" valign="bottom"><b>treeProcess_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><h3>template<class T><br/>
class QuantLib::ExtendedBinomialTree< T ></h3>
<p>Binomial tree base class. </p>
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