org.jquantlib.experimental.lattices

Class ExtendedTrigeorgis

java.lang.Object

org.jquantlib.methods.lattices.Tree

org.jquantlib.experimental.lattices.ExtendedBinomialTree

org.jquantlib.experimental.lattices.ExtendedEqualJumpsBinomialTree

org.jquantlib.experimental.lattices.ExtendedTrigeorgis

public class ExtendedTrigeorgis
extends ExtendedEqualJumpsBinomialTree

Trigeorgis (additive equal jumps) binomial tree

Constructor Summary

Constructors

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

Method Summary

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

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

ExtendedTrigeorgis

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