org.jquantlib.methods.lattices
Class BinomialTree
- java.lang.Object
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- org.jquantlib.methods.lattices.Tree
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- org.jquantlib.methods.lattices.BinomialTree
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- Direct Known Subclasses:
- EqualJumpsBinomialTree, EqualProbabilitiesBinomialTree, Joshi4, LeisenReimer, Tian
public abstract class BinomialTree extends Tree
Binomial tree base class
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Field Summary
Fields Modifier and Type Field and Description static org.jquantlib.methods.lattices.Tree.Branchesbranches
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method and Description intdescendant(int unused, int index, int branch)intsize(int i)-
Methods inherited from class org.jquantlib.methods.lattices.Tree
probability, underlying
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Method Detail
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descendant
public final int descendant(int unused, int index, int branch)- Specified by:
descendantin classTree
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