Lattice1D Class Template Reference
[Lattice methods]
#include <ql/Lattices/lattice1d.hpp>
Inheritance diagram for Lattice1D:

Detailed Description
template<class Impl>
class QuantLib::Lattice1D< Impl >
One-dimensional lattice.
Derived classes must implement the following interface:
Public Member Functions | |
Lattice1D (const TimeGrid &timeGrid, Size n) | |
Disposable< Array > | grid (Time t) const |
Real | underlying (Size i, Size index) const |