Constructors
constructor
Defined in ql/methods/lattices/trinomialtree.ts:113
Properties
Private _jMax
Defined in ql/methods/lattices/trinomialtree.ts:163
Private _jMin
Defined in ql/methods/lattices/trinomialtree.ts:161
Private _k
Defined in ql/methods/lattices/trinomialtree.ts:158
Private _kMax
Defined in ql/methods/lattices/trinomialtree.ts:162
Private _kMin
Defined in ql/methods/lattices/trinomialtree.ts:160
Private _probs
Defined in ql/methods/lattices/trinomialtree.ts:159
Methods
add
Defined in ql/methods/lattices/trinomialtree.ts:145
Parameters
Returns void
descendant
Defined in ql/methods/lattices/trinomialtree.ts:125
Parameters
jMax
Defined in ql/methods/lattices/trinomialtree.ts:141
jMin
Defined in ql/methods/lattices/trinomialtree.ts:137
probability
Defined in ql/methods/lattices/trinomialtree.ts:129
Parameters
size
Defined in ql/methods/lattices/trinomialtree.ts:133
Legend
Module Object literal Variable Function Function with type parameter Index signature Type alias Type alias with type parameter
Enumeration Enumeration member Property Method
Interface Interface with type parameter Constructor Property Method Index signature
Class Class with type parameter Constructor Property Method Accessor Index signature
Inherited constructor Inherited property Inherited method Inherited accessor
Protected property Protected method Protected accessor
Private property Private method Private accessor
Static property Static method
Branching scheme for a trinomial node. Each node has three descendants, with the middle branch linked to the node which is closest to the expectation of the variable.