### A free/open-source library for quantitative finance

Classes
ql/experimental/lattices/extendedbinomialtree.hpp File Reference

Time-dependent binomial tree class. More...

`#include <ql/methods/lattices/tree.hpp>`
`#include <ql/instruments/dividendschedule.hpp>`
`#include <ql/stochasticprocess.hpp>`
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...

## Detailed Description

Time-dependent binomial tree class.