org.jquantlib.experimental.lattices

Class ExtendedAdditiveEQPBinomialTree

java.lang.Object

org.jquantlib.methods.lattices.Tree

org.jquantlib.experimental.lattices.ExtendedBinomialTree

org.jquantlib.experimental.lattices.ExtendedEqualProbabilitiesBinomialTree

org.jquantlib.experimental.lattices.ExtendedAdditiveEQPBinomialTree

public class ExtendedAdditiveEQPBinomialTree
extends ExtendedEqualProbabilitiesBinomialTree

Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree

Constructor Summary

Constructors

Constructor and Description
ExtendedAdditiveEQPBinomialTree(StochasticProcess1D process, double end, int steps, double strike)

Method Summary

Methods inherited from class org.jquantlib.experimental.lattices.ExtendedEqualProbabilitiesBinomialTree

probability, underlying

Methods inherited from class org.jquantlib.experimental.lattices.ExtendedBinomialTree

descendant, size

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ExtendedAdditiveEQPBinomialTree

public ExtendedAdditiveEQPBinomialTree(StochasticProcess1D process,
                                       double end,
                                       int steps,
                                       double strike)