ql/experimental/lattices/extendedbinomialtree.hpp File Reference
Time-dependent binomial tree class. More...
#include <ql/methods/lattices/tree.hpp>
#include <ql/instruments/dividendschedule.hpp>
#include <ql/stochasticprocess.hpp>
Include dependency graph for extendedbinomialtree.hpp:

Classes | |
class | ExtendedBinomialTree |
Binomial tree base class. More... | |
class | ExtendedEqualProbabilitiesBinomialTree |
Base class for equal probabilities binomial tree. More... | |
class | ExtendedEqualJumpsBinomialTree |
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... |
Detailed Description
Time-dependent binomial tree class.