- QuantLib
- ExtendedTrigeorgis
Trigeorgis (additive equal jumps) binomial tree More...
#include <ql/experimental/lattices/extendedbinomialtree.hpp>

Public Member Functions | |
| ExtendedTrigeorgis (const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike) | |
Protected Member Functions | |
| Real | dxStep (Time stepTime) const |
| Real | probUp (Time stepTime) const |
Trigeorgis (additive equal jumps) binomial tree