org.jquantlib.experimental.lattices

Class ExtendedEqualProbabilitiesBinomialTree

java.lang.Object

org.jquantlib.methods.lattices.Tree

org.jquantlib.experimental.lattices.ExtendedBinomialTree

org.jquantlib.experimental.lattices.ExtendedEqualProbabilitiesBinomialTree

Direct Known Subclasses:

ExtendedAdditiveEQPBinomialTree, ExtendedJarrowRudd

public abstract class ExtendedEqualProbabilitiesBinomialTree
extends ExtendedBinomialTree

Base class for equal probabilities binomial tree

Constructor Summary

Constructors

Constructor and Description
ExtendedEqualProbabilitiesBinomialTree(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

ExtendedEqualProbabilitiesBinomialTree

public ExtendedEqualProbabilitiesBinomialTree(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