Time-dependent binomial tree class. More...
#include <ql/methods/lattices/tree.hpp>#include <ql/instruments/dividendschedule.hpp>#include <ql/stochasticprocess.hpp>
Classes | |
| class | ExtendedBinomialTree< T > |
| Binomial tree base class. More... | |
| class | ExtendedEqualProbabilitiesBinomialTree< T > |
| Base class for equal probabilities binomial tree. More... | |
| class | ExtendedEqualJumpsBinomialTree< T > |
| Base class for equal jumps binomial tree. More... | |
| class | ExtendedJarrowRudd |
| Jarrow-Rudd (multiplicative) equal probabilities binomial tree. More... | |
| class | ExtendedCoxRossRubinstein |
| Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree. More... | |
| class | ExtendedAdditiveEQPBinomialTree |
| Additive equal probabilities binomial tree. More... | |
| class | ExtendedTrigeorgis |
| Trigeorgis (additive equal jumps) binomial tree More... | |
| class | ExtendedTian |
| Tian tree: third moment matching, multiplicative approach More... | |
| class | ExtendedLeisenReimer |
| Leisen & Reimer tree: multiplicative approach. More... | |
Time-dependent binomial tree class.