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TrinomialTree: braching probabilities

Posted by YuHong-4 on Jul 13, 2011; 2:51pm
URL: http://quantlib.414.s1.nabble.com/TrinomialTree-braching-probabilities-tp9377.html


I have been studying 'ql/methods/lattices/trinomialtree.cpp'.  About the branching probabilities, Hull&White in their papers mentioned three types of branchings.  May I ask, which among the three brachings with the probabilities have been implemented in QuantLib?  Thanks a lot!

Regards,

Hong Yu


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