org.jquantlib.methods.lattices

Class Tree

java.lang.Object

org.jquantlib.methods.lattices.Tree

Direct Known Subclasses:

BinomialTree, ExtendedBinomialTree, TrinomialTree

public abstract class Tree
extends java.lang.Object

Tree approximating a single-factor diffusion

Method Summary

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

Methods inherited from class java.lang.Object

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

Method Detail

underlying

public abstract double underlying(int i,
                                  int index)

size

public abstract int size(int i)

descendant

public abstract int descendant(int i,
                               int index,
                               int branch)

probability

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