![]() QuantLib 0.3.9Getting startedReference manual |
BinomialTree Class Reference |
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Public Member Functions | |
| BinomialTree (const boost::shared_ptr< StochasticProcess > &process, Time end, Size steps) | |
| Size | size (Size i) const |
| Size | descendant (Size, Size index, Size branch) const |
| virtual Real | underlying (Size i, Size index) const =0 |
| virtual Real | probability (Size i, Size index, Size branch) const =0 |
Protected Attributes | |
| Real | x0_ |
| Real | driftPerStep_ |
| Time | dt_ |
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