binomialtree.hpp File Reference

Binomial tree class. More...

Include dependency graph for binomialtree.hpp:

Classes

class  BinomialTree< T >
 Binomial tree base class. More...
 
class  EqualProbabilitiesBinomialTree< T >
 Base class for equal probabilities binomial tree. More...
 
class  EqualJumpsBinomialTree< T >
 Base class for equal jumps binomial tree. More...
 
class  JarrowRudd
 Jarrow-Rudd (multiplicative) equal probabilities binomial tree. More...
 
class  CoxRossRubinstein
 Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree. More...
 
class  AdditiveEQPBinomialTree
 Additive equal probabilities binomial tree. More...
 
class  Trigeorgis
 Trigeorgis (additive equal jumps) binomial tree More...
 
class  Tian
 Tian tree: third moment matching, multiplicative approach More...
 
class  LeisenReimer
 Leisen & Reimer tree: multiplicative approach. More...
 

Namespaces

 QuantLib
 

Detailed Description

Binomial tree class.