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Hierarchy

Implements

Index

Properties

Protected _down

_down: Real

Protected _driftPerStep

_driftPerStep: Real

Protected _dt

_dt: Time

Protected _end

_end: Time

Protected _oddSteps

_oddSteps: Size

Protected _pd

_pd: Real

Protected _pu

_pu: Real

Protected _strike

_strike: Real

Protected _treeProcess

_treeProcess: StochasticProcess1D

Protected _up

_up: Real

Protected _x0

_x0: Real

Methods

columns

  • Returns Size

descendant

Protected driftStep

ebtInit

impl

  • impl(): any

init

probability

  • Parameters

    Returns Real

size

treeInit

underlying

  • Parameters

    Returns Real