org.jquantlib.methods.lattices

Class AdditiveEQPBinomialTree

java.lang.Object

org.jquantlib.methods.lattices.Tree

org.jquantlib.methods.lattices.BinomialTree

org.jquantlib.methods.lattices.EqualProbabilitiesBinomialTree

org.jquantlib.methods.lattices.AdditiveEQPBinomialTree

public class AdditiveEQPBinomialTree
extends EqualProbabilitiesBinomialTree

Additive equal probabilities binomial tree

Field Summary

Fields inherited from class org.jquantlib.methods.lattices.BinomialTree

branches

Constructor Summary

Constructors

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

Method Summary

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

probability, underlying

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

descendant, size

Methods inherited from class java.lang.Object

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

Constructor Detail

AdditiveEQPBinomialTree

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