org.jquantlib.experimental.lattices

Class ExtendedEqualJumpsBinomialTree

java.lang.Object

org.jquantlib.methods.lattices.Tree

org.jquantlib.experimental.lattices.ExtendedBinomialTree

org.jquantlib.experimental.lattices.ExtendedEqualJumpsBinomialTree

Direct Known Subclasses:

ExtendedCoxRossRubinstein, ExtendedTrigeorgis

public abstract class ExtendedEqualJumpsBinomialTree
extends ExtendedBinomialTree

Base class for equal jumps binomial tree.

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method and Description
double	probability(int i, int ref, int branch)
double	underlying(int i, int index)

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

ExtendedEqualJumpsBinomialTree

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

Method Detail

underlying

public double underlying(int i,
                         int index)

Specified by:

underlying in class Tree

probability

public double probability(int i,
                          int ref,
                          int branch)

Specified by:

probability in class Tree