- QuantLib
- ExtendedAdditiveEQPBinomialTree
Additive equal probabilities binomial tree. More...
#include <ql/experimental/lattices/extendedbinomialtree.hpp>

Public Member Functions | |
| ExtendedAdditiveEQPBinomialTree (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike) | |
Protected Member Functions | |
| Real | upStep (Time stepTime) const |
Additive equal probabilities binomial tree.