/*
 Copyright (C) 2008 Srinivas Hasti

 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.
 */
package org.jquantlib.methods.lattices;

import org.jquantlib.lang.annotation.NonNegative;
import org.jquantlib.lang.annotation.Time;
import org.jquantlib.processes.StochasticProcess1D;

/**
 * Base class for equal jumps binomial tree
 *
 * @category lattices
 *
 * @author Srinivas Hasti
 * @author Tim Swetonic
 */
public abstract class EqualJumpsBinomialTree extends BinomialTree {

	protected double dx, pu, pd;

	protected EqualJumpsBinomialTree(
	        final StochasticProcess1D process,
	        final @Time double end,
	        final @NonNegative int steps) {
        super(process, end, steps);
    }

	@Override
	public double probability(final int i, final int index, final int branch) {
		return branch == 1 ? pu : pd;
	}

	@Override
	public double underlying(final int i, final int index) {
		final int j = index * 2 - i;
		return this.x0 * Math.exp(j * this.dx);
	}

}