Tree Class Template Reference
[Lattice methods]

#include <ql/methods/lattices/tree.hpp>

Inheritance diagram for Tree:

Inheritance graph
[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:

        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;
and provide a public enumeration
        enum { branches = N };
where N is a suitable constant (2 for binomial, 3 for trinomial...)


Public Member Functions

 Tree (Size columns)
Size columns () const