TreeLattice1D Class Template Reference
[Lattice methods]
#include <ql/methods/lattices/lattice1d.hpp>
Inheritance diagram for TreeLattice1D:

Detailed Description
template<class Impl>
class QuantLib::TreeLattice1D< Impl >
One-dimensional tree-based lattice.
Derived classes must implement the following interface:
Public Member Functions | |
TreeLattice1D (const TimeGrid &timeGrid, Size n) | |
Disposable< Array > | grid (Time t) const |
Real | underlying (Size i, Size index) const |