QuantLib 0.3.8 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

ql/Lattices/binomialtree.hpp File Reference Detailed Description Binomial tree class. #include <ql/stochasticprocess.hpp> #include <ql/Lattices/tree.hpp> Include dependency graph for binomialtree.hpp: Namespaces namespace   QuantLib Classes class   BinomialTree   Binomial tree base class. More... class   EqualProbabilitiesBinomialTree   Base class for equal probabilities binomial tree. More... class   EqualJumpsBinomialTree   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...

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