org.jquantlib.experimental.lattices

Class ExtendedBinomialTree

java.lang.Object

org.jquantlib.methods.lattices.Tree

org.jquantlib.experimental.lattices.ExtendedBinomialTree

Direct Known Subclasses:

ExtendedEqualJumpsBinomialTree, ExtendedEqualProbabilitiesBinomialTree, ExtendedJoshi4, ExtendedLeisenReimer, ExtendedTian

public abstract class ExtendedBinomialTree
extends Tree

Binomial tree base class.

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method and Description
int	descendant(int ref, int index, int branch)
int	size(int i)

Methods inherited from class org.jquantlib.methods.lattices.Tree

probability, underlying

Methods inherited from class java.lang.Object

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

Constructor Detail

ExtendedBinomialTree

public ExtendedBinomialTree(StochasticProcess1D process,
                            double end,
                            int steps)

Method Detail

size

public int size(int i)

Specified by:

size in class Tree

descendant

public int descendant(int ref,
                      int index,
                      int branch)

Specified by:

descendant in class Tree