Base class for equal probabilities binomial tree. More...
#include <ql/experimental/lattices/extendedbinomialtree.hpp>

Public Member Functions | |
| ExtendedEqualProbabilitiesBinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) | |
| Real | underlying (Size i, Size index) const |
| Real | probability (Size, Size, Size) const |
Protected Member Functions | |
| virtual Real | upStep (Time stepTime) const =0 |
Protected Attributes | |
| Real | up_ |
Base class for equal probabilities binomial tree.