Tree Class Template Reference
[Lattice methods]
#include <ql/Lattices/tree.hpp>
Inheritance diagram for Tree:
[legend]List of all members.
Detailed Description
template<class T>
class QuantLib::Tree< T >
Tree approximating a single-factor diffusion
Derived classes must implement the following interface: and provide a public enumeration where N is a suitable constant (2 for binomial, 3 for trinomial...)
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Public Member Functions |
| Tree (Size columns) |
Size | columns () const |
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