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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">LeisenReimer Class Reference<div class="ingroups"><a class="el" href="group__lattices.html">Lattice methods</a></div></div> </div>
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<!-- doxytag: class="QuantLib::LeisenReimer" --><!-- doxytag: inherits="BinomialTree< LeisenReimer >" -->
<p>Leisen & Reimer tree: multiplicative approach.
<a href="class_quant_lib_1_1_leisen_reimer.html#details">More...</a></p>
<p><code>#include <ql/methods/lattices/binomialtree.hpp></code></p>
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Inheritance diagram for LeisenReimer:</div>
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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="ae6f6f0f91d3330e0a09a4a1d35b2ebb8"></a><!-- doxytag: member="QuantLib::LeisenReimer::LeisenReimer" ref="ae6f6f0f91d3330e0a09a4a1d35b2ebb8" args="(const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike)" -->
 </td><td class="memItemRight" valign="bottom"><b>LeisenReimer</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html">StochasticProcess1D</a> > &, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> end, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> steps, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aadac025a5f64f237485fd45611a1b2d9"></a><!-- doxytag: member="QuantLib::LeisenReimer::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="aaad4caa3a86af086a7032fec98c26182"></a><!-- doxytag: member="QuantLib::LeisenReimer::probability" ref="aaad4caa3a86af086a7032fec98c26182" args="(Size, 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>, <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-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6bdba80dd07eadaa79cdc7afceee47dd"></a><!-- doxytag: member="QuantLib::LeisenReimer::up_" ref="a6bdba80dd07eadaa79cdc7afceee47dd" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>up_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6b276e1f7c8cbcc32a209ac36f328d40"></a><!-- doxytag: member="QuantLib::LeisenReimer::down_" ref="a6b276e1f7c8cbcc32a209ac36f328d40" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>down_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a12eb865f529d1a229999534c74fee43b"></a><!-- doxytag: member="QuantLib::LeisenReimer::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::LeisenReimer::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>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Leisen & Reimer tree: multiplicative approach. </p>
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