/*
Copyright (C) 2008 Richard Gomes

This source code is release under the BSD License.

This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/

JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the JQuantLib license.  You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.

This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE.  See the license for more details.

JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
*/

/*
Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb
Copyright (C) 2003 Ferdinando Ametrano
Copyright (C) 2005 StatPro Italia srl
Copyright (C) 2008 John Maiden

This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/

QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license.  You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.

This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

package org.jquantlib.experimental.lattices;

import org.jquantlib.processes.StochasticProcess1D;

/**
 * Base class for equal probabilities binomial tree
 *
 * @category lattices
 *
 * @author Richard Gomes
 */
public abstract class ExtendedEqualProbabilitiesBinomialTree extends ExtendedBinomialTree /**/ {


   //
   // protected fields
   //

   protected double up;


   //
   // public methods
   //

   public ExtendedEqualProbabilitiesBinomialTree(
           final StochasticProcess1D process,
           final /* @Time */ double end,
           final int steps) {

       super(process, end, steps);
   }

   @Override
   public double underlying(final int i, final int index) /* @ReadOnly */ {
       /*@Time*/ final double stepTime = i*dt;
       final long j = 2*index - i;
       // exploiting the forward value tree centering
       return x0*Math.exp(i*driftStep(stepTime) + j*upStep(stepTime));
   }

   @Override
   public double probability(final int i, final int ref, final int branch) /* @ReadOnly */ {
       return 0.5;
   }



   //
   // protected abstract methods
   //

   /**
    * The tree dependent up move term at time stepTime
    */
   protected abstract /*@Real*/ double upStep(/*@Time*/ double stepTime) /* @ReadOnly */;

}