Package org.jquantlib.methods.lattices

Class Summary

Class	Description
AdditiveEQPBinomialTree	Additive equal probabilities binomial tree
BinomialTree	Binomial tree base class
BlackScholesLattice<T extends Tree>	Simple binomial lattice approximating the Black-Scholes model
CoxRossRubinstein	Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree
EqualJumpsBinomialTree	Base class for equal jumps binomial tree
EqualProbabilitiesBinomialTree	Base class for equal probabilities binomial tree
JarrowRudd	Jarrow-Rudd (multiplicative) equal probabilities binomial tree
Joshi4	Joshi4 tree
Lattice	Lattice (tree, finite-differences) base class
LeisenReimer	Leisen & Reimer tree: multiplicative approach
Tian	Tian tree: third moment matching, multiplicative approach
Tree	Tree approximating a single-factor diffusion
TreeLattice	Tree-based lattice-method base class
TreeLattice1D	One-dimensional tree-based lattice
TreeLattice2D<T extends TrinomialTree>
Trigeorgis	Trigeorgis (additive equal jumps) binomial tree
TrinomialTree	Recombining trinomial tree class
TsiveriotisFernandesLattice<T extends Tree>	Binomial lattice approximating the Tsiveriotis-Fernandes model