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

Detailed Description
template<class T>
class QuantLib::Tree< T >
Tree approximating a single-factor diffusion
Derived classes must implement the following interface:
public: Real underlying(Size i, Size index) const; Size size(Size i) const; Size descendant(Size i, Size index, Size branch) const; Real probability(Size i, Size index, Size branch) const;
enum { branches = N };
Public Member Functions | |
Tree (Size columns) | |
Size | columns () const |