Package org.jquantlib.experimental.lattices

Class Summary

Class	Description
ExtendedAdditiveEQPBinomialTree	Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree
ExtendedBinomialTree	Binomial tree base class.
ExtendedCoxRossRubinstein	Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree
ExtendedEqualJumpsBinomialTree	Base class for equal jumps binomial tree.
ExtendedEqualProbabilitiesBinomialTree	Base class for equal probabilities binomial tree
ExtendedJarrowRudd	Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree
ExtendedJoshi4	Extended Joshi4 approach
ExtendedLeisenReimer	Leisen & Reimer tree: multiplicative approach
ExtendedTian	Tian tree: third moment matching, multiplicative approach
ExtendedTrigeorgis	Trigeorgis (additive equal jumps) binomial tree