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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_jarrow_rudd.html">JarrowRudd</a></li> </ul>
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<div class="title">JarrowRudd Class Reference<div class="ingroups"><a class="el" href="group__lattices.html">Lattice methods</a></div></div> </div>
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<p>Jarrow-Rudd (multiplicative) equal probabilities binomial tree.
<a href="class_quant_lib_1_1_jarrow_rudd.html#details">More...</a></p>
<p><code>#include <ql/methods/lattices/binomialtree.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for JarrowRudd:</div>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a010415e2c4b1b46a439c4597ad5c4dd4"><td class="memItemLeft" align="right" valign="top"><a id="a010415e2c4b1b46a439c4597ad5c4dd4"></a>
 </td><td class="memItemRight" valign="bottom"><b>JarrowRudd</b> (const ext::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 class="separator:a010415e2c4b1b46a439c4597ad5c4dd4"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_equal_probabilities_binomial_tree"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_equal_probabilities_binomial_tree')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_equal_probabilities_binomial_tree.html">EqualProbabilitiesBinomialTree< JarrowRudd ></a></td></tr>
<tr class="memitem:a3cba443436190dbcec7cc34d18e819fb inherit pub_methods_class_quant_lib_1_1_equal_probabilities_binomial_tree"><td class="memItemLeft" align="right" valign="top"><a id="a3cba443436190dbcec7cc34d18e819fb"></a>
 </td><td class="memItemRight" valign="bottom"><b>EqualProbabilitiesBinomialTree</b> (const ext::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 class="separator:a3cba443436190dbcec7cc34d18e819fb inherit pub_methods_class_quant_lib_1_1_equal_probabilities_binomial_tree"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a9c660cefba93734dec67bf2180b51689 inherit pub_methods_class_quant_lib_1_1_equal_probabilities_binomial_tree"><td class="memItemLeft" align="right" valign="top"><a id="a9c660cefba93734dec67bf2180b51689"></a>
<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 class="separator:a9c660cefba93734dec67bf2180b51689 inherit pub_methods_class_quant_lib_1_1_equal_probabilities_binomial_tree"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8e8fd9ff9a63c0e5fd5fb738e3eb6c54 inherit pub_methods_class_quant_lib_1_1_equal_probabilities_binomial_tree"><td class="memItemLeft" align="right" valign="top"><a id="a8e8fd9ff9a63c0e5fd5fb738e3eb6c54"></a>
<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>) const</td></tr>
<tr class="separator:a8e8fd9ff9a63c0e5fd5fb738e3eb6c54 inherit pub_methods_class_quant_lib_1_1_equal_probabilities_binomial_tree"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_binomial_tree"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_binomial_tree')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_binomial_tree.html">BinomialTree< JarrowRudd ></a></td></tr>
<tr class="memitem:a958029f8dc7ab003bebae560e2e7f14f inherit pub_methods_class_quant_lib_1_1_binomial_tree"><td class="memItemLeft" align="right" valign="top"><a id="a958029f8dc7ab003bebae560e2e7f14f"></a>
 </td><td class="memItemRight" valign="bottom"><b>BinomialTree</b> (const ext::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 class="separator:a958029f8dc7ab003bebae560e2e7f14f inherit pub_methods_class_quant_lib_1_1_binomial_tree"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aeb4f25e4b90d3059100df693c425563f inherit pub_methods_class_quant_lib_1_1_binomial_tree"><td class="memItemLeft" align="right" valign="top"><a id="aeb4f25e4b90d3059100df693c425563f"></a>
<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 class="separator:aeb4f25e4b90d3059100df693c425563f inherit pub_methods_class_quant_lib_1_1_binomial_tree"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a2eee154afd6c5287ac501c8271229427 inherit pub_methods_class_quant_lib_1_1_binomial_tree"><td class="memItemLeft" align="right" valign="top"><a id="a2eee154afd6c5287ac501c8271229427"></a>
<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 class="separator:a2eee154afd6c5287ac501c8271229427 inherit pub_methods_class_quant_lib_1_1_binomial_tree"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_tree"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_tree')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_tree.html">Tree< JarrowRudd ></a></td></tr>
<tr class="memitem:a8fe1055f39c1f80fd420458fe249fd99 inherit pub_methods_class_quant_lib_1_1_tree"><td class="memItemLeft" align="right" valign="top"><a id="a8fe1055f39c1f80fd420458fe249fd99"></a>
 </td><td class="memItemRight" valign="bottom"><b>Tree</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> columns)</td></tr>
<tr class="separator:a8fe1055f39c1f80fd420458fe249fd99 inherit pub_methods_class_quant_lib_1_1_tree"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a86a771d47cf764c4ef43aab250442fda inherit pub_methods_class_quant_lib_1_1_tree"><td class="memItemLeft" align="right" valign="top"><a id="a86a771d47cf764c4ef43aab250442fda"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>columns</b> () const</td></tr>
<tr class="separator:a86a771d47cf764c4ef43aab250442fda inherit pub_methods_class_quant_lib_1_1_tree"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_binomial_tree"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_binomial_tree')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_binomial_tree.html">BinomialTree< JarrowRudd ></a></td></tr>
<tr class="memitem:a617aa1e32f64a3e471e0facc2b9c63f0 inherit pub_types_class_quant_lib_1_1_binomial_tree"><td class="memItemLeft" align="right" valign="top"><a id="a617aa1e32f64a3e471e0facc2b9c63f0"></a>enum  </td><td class="memItemRight" valign="bottom"><b>Branches</b> </td></tr>
<tr class="separator:a617aa1e32f64a3e471e0facc2b9c63f0 inherit pub_types_class_quant_lib_1_1_binomial_tree"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_curiously_recurring_template"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_curiously_recurring_template')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_curiously_recurring_template.html">CuriouslyRecurringTemplate< JarrowRudd ></a></td></tr>
<tr class="memitem:af644e65b081eafdcfdf59fed1e0d50ff inherit pro_methods_class_quant_lib_1_1_curiously_recurring_template"><td class="memItemLeft" align="right" valign="top"><a id="af644e65b081eafdcfdf59fed1e0d50ff"></a>
<a class="el" href="class_quant_lib_1_1_jarrow_rudd.html">JarrowRudd</a> & </td><td class="memItemRight" valign="bottom"><b>impl</b> ()</td></tr>
<tr class="separator:af644e65b081eafdcfdf59fed1e0d50ff inherit pro_methods_class_quant_lib_1_1_curiously_recurring_template"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a347ce8909f609d980047e6d1a8c6c444 inherit pro_methods_class_quant_lib_1_1_curiously_recurring_template"><td class="memItemLeft" align="right" valign="top"><a id="a347ce8909f609d980047e6d1a8c6c444"></a>
const <a class="el" href="class_quant_lib_1_1_jarrow_rudd.html">JarrowRudd</a> & </td><td class="memItemRight" valign="bottom"><b>impl</b> () const</td></tr>
<tr class="separator:a347ce8909f609d980047e6d1a8c6c444 inherit pro_methods_class_quant_lib_1_1_curiously_recurring_template"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_equal_probabilities_binomial_tree"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_equal_probabilities_binomial_tree')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_equal_probabilities_binomial_tree.html">EqualProbabilitiesBinomialTree< JarrowRudd ></a></td></tr>
<tr class="memitem:a6bdba80dd07eadaa79cdc7afceee47dd inherit pro_attribs_class_quant_lib_1_1_equal_probabilities_binomial_tree"><td class="memItemLeft" align="right" valign="top"><a id="a6bdba80dd07eadaa79cdc7afceee47dd"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>up_</b></td></tr>
<tr class="separator:a6bdba80dd07eadaa79cdc7afceee47dd inherit pro_attribs_class_quant_lib_1_1_equal_probabilities_binomial_tree"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_binomial_tree"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_binomial_tree')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_binomial_tree.html">BinomialTree< JarrowRudd ></a></td></tr>
<tr class="memitem:afb597b35edab96eecbcbf9a2df04f05d inherit pro_attribs_class_quant_lib_1_1_binomial_tree"><td class="memItemLeft" align="right" valign="top"><a id="afb597b35edab96eecbcbf9a2df04f05d"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>x0_</b></td></tr>
<tr class="separator:afb597b35edab96eecbcbf9a2df04f05d inherit pro_attribs_class_quant_lib_1_1_binomial_tree"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a1f3db9657071c9b664b10313f33717ca inherit pro_attribs_class_quant_lib_1_1_binomial_tree"><td class="memItemLeft" align="right" valign="top"><a id="a1f3db9657071c9b664b10313f33717ca"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>driftPerStep_</b></td></tr>
<tr class="separator:a1f3db9657071c9b664b10313f33717ca inherit pro_attribs_class_quant_lib_1_1_binomial_tree"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6be603d8547f31e72817d2aaf219e325 inherit pro_attribs_class_quant_lib_1_1_binomial_tree"><td class="memItemLeft" align="right" valign="top"><a id="a6be603d8547f31e72817d2aaf219e325"></a>
<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><b>dt_</b></td></tr>
<tr class="separator:a6be603d8547f31e72817d2aaf219e325 inherit pro_attribs_class_quant_lib_1_1_binomial_tree"><td class="memSeparator" colspan="2"> </td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Jarrow-Rudd (multiplicative) equal probabilities binomial tree. </p>
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