org.jquantlib.methods.lattices

Class EqualJumpsBinomialTree

java.lang.Object

org.jquantlib.methods.lattices.Tree

org.jquantlib.methods.lattices.BinomialTree

org.jquantlib.methods.lattices.EqualJumpsBinomialTree

Direct Known Subclasses:

CoxRossRubinstein, Trigeorgis

public abstract class EqualJumpsBinomialTree
extends BinomialTree

Base class for equal jumps binomial tree

Field Summary

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

branches

Method Summary

Modifier and Type	Method and Description
double	probability(int i, int index, int branch)
double	underlying(int i, int index)

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

Method Detail

probability

public double probability(int i,
                          int index,
                          int branch)

Specified by:

probability in class Tree

underlying

public double underlying(int i,
                         int index)

Specified by:

underlying in class Tree