QuantLib 0.3.6 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Deprecated Features

BinomialTree Class Reference #include <ql/Lattices/binomialtree.hpp> Inheritance diagram for BinomialTree: [legend]List of all members. Detailed Description Binomial tree base class. Public Member Functions   BinomialTree (const Handle< DiffusionProcess > &process, Time end, Size steps) Size  size (Size i) const Size  descendant (Size i, Size index, Size branch) const virtual double  underlying (Size i, Size index) const=0 virtual double  probability (Size i, Size index, Size branch) const=0 Protected Attributes double  x0_ double  driftPerStep_ Time  dt_

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