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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_extended_equal_jumps_binomial_tree.html">ExtendedEqualJumpsBinomialTree</a> </li>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">ExtendedEqualJumpsBinomialTree< 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::ExtendedEqualJumpsBinomialTree" --><!-- doxytag: inherits="QuantLib::ExtendedBinomialTree" -->
<p>Base class for equal jumps binomial tree.
<a href="class_quant_lib_1_1_extended_equal_jumps_binomial_tree.html#details">More...</a></p>
<p><code>#include <ql/experimental/lattices/extendedbinomialtree.hpp></code></p>
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Inheritance diagram for ExtendedEqualJumpsBinomialTree< T >:</div>
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<div class="center"><img src="class_quant_lib_1_1_extended_equal_jumps_binomial_tree__inherit__graph.png" border="0" usemap="#_extended_equal_jumps_binomial_tree_3_01_t_01_4_inherit__map" alt="Inheritance graph"/></div>
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<area shape="rect" id="node2" href="class_quant_lib_1_1_extended_binomial_tree.html" title="Binomial tree base class." alt="" coords="40,6,224,37"/></map>
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<p><a href="class_quant_lib_1_1_extended_equal_jumps_binomial_tree-members.html">List of all members.</a></p>
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<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="ad630320fd5b56960f7cdfc20f2648330"></a><!-- doxytag: member="QuantLib::ExtendedEqualJumpsBinomialTree::ExtendedEqualJumpsBinomialTree" ref="ad630320fd5b56960f7cdfc20f2648330" args="(const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)" -->
 </td><td class="memItemRight" valign="bottom"><b>ExtendedEqualJumpsBinomialTree</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="aadac025a5f64f237485fd45611a1b2d9"></a><!-- doxytag: member="QuantLib::ExtendedEqualJumpsBinomialTree::underlying" ref="aadac025a5f64f237485fd45611a1b2d9" args="(Size i, Size index) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>underlying</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> index) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac326a0e4dd82a1c167149d70a8c3f7ff"></a><!-- doxytag: member="QuantLib::ExtendedEqualJumpsBinomialTree::probability" ref="ac326a0e4dd82a1c167149d70a8c3f7ff" args="(Size i, Size, Size branch) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>probability</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>, <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="a6df70f87d3e3729d0f0ee026f0864576"></a><!-- doxytag: member="QuantLib::ExtendedEqualJumpsBinomialTree::probUp" ref="a6df70f87d3e3729d0f0ee026f0864576" args="(Time stepTime) const =0" -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>probUp</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> stepTime) const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7de61bb250d62e5b136650e08750c1f7"></a><!-- doxytag: member="QuantLib::ExtendedEqualJumpsBinomialTree::dxStep" ref="a7de61bb250d62e5b136650e08750c1f7" args="(Time stepTime) const =0" -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>dxStep</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> stepTime) const =0</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="ad8c571c3fb4003f56e31ff01a371fe30"></a><!-- doxytag: member="QuantLib::ExtendedEqualJumpsBinomialTree::dx_" ref="ad8c571c3fb4003f56e31ff01a371fe30" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>dx_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a12eb865f529d1a229999534c74fee43b"></a><!-- doxytag: member="QuantLib::ExtendedEqualJumpsBinomialTree::pu_" ref="a12eb865f529d1a229999534c74fee43b" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>pu_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a50ade66877e89aa9b7d723ecb6d9d428"></a><!-- doxytag: member="QuantLib::ExtendedEqualJumpsBinomialTree::pd_" ref="a50ade66877e89aa9b7d723ecb6d9d428" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>pd_</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::ExtendedEqualJumpsBinomialTree< T ></h3>
<p>Base class for equal jumps binomial tree. </p>
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