org.jquantlib.methods.lattices

Class EqualProbabilitiesBinomialTree

java.lang.Object

org.jquantlib.methods.lattices.Tree

org.jquantlib.methods.lattices.BinomialTree

org.jquantlib.methods.lattices.EqualProbabilitiesBinomialTree

Direct Known Subclasses:

AdditiveEQPBinomialTree, JarrowRudd

public abstract class EqualProbabilitiesBinomialTree
extends BinomialTree

Base class for equal probabilities binomial tree

Field Summary

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

branches

Constructor Summary

Constructors

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

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

Constructor Detail

EqualProbabilitiesBinomialTree

public EqualProbabilitiesBinomialTree(StochasticProcess1D process,
                                      double end,
                                      int steps)

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