extendedbinomialtree.hpp File Reference

Time-dependent binomial tree class. More...

Include dependency graph for extendedbinomialtree.hpp:

Classes

class  ExtendedBinomialTree< T >
 Binomial tree base class. More...
 
class  ExtendedEqualProbabilitiesBinomialTree< T >
 Base class for equal probabilities binomial tree. More...
 
class  ExtendedEqualJumpsBinomialTree< T >
 Base class for equal jumps binomial tree. More...
 
class  ExtendedJarrowRudd
 Jarrow-Rudd (multiplicative) equal probabilities binomial tree. More...
 
class  ExtendedCoxRossRubinstein
 Cox-Ross-Rubinstein (multiplicative) equal jumps binomial tree. More...
 
class  ExtendedAdditiveEQPBinomialTree
 Additive equal probabilities binomial tree. More...
 
class  ExtendedTrigeorgis
 Trigeorgis (additive equal jumps) binomial tree More...
 
class  ExtendedTian
 Tian tree: third moment matching, multiplicative approach More...
 
class  ExtendedLeisenReimer
 Leisen & Reimer tree: multiplicative approach. More...
 

Namespaces

 QuantLib
 

Detailed Description

Time-dependent binomial tree class.