TreeLattice1D Class Template Reference
[Lattice methods]

#include <ql/methods/lattices/lattice1d.hpp>

Inheritance diagram for TreeLattice1D:

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Detailed Description

template<class Impl>
class QuantLib::TreeLattice1D< Impl >

One-dimensional tree-based lattice.

Derived classes must implement the following interface:

        Real underlying(Size i, Size index) const;


Public Member Functions

 TreeLattice1D (const TimeGrid &timeGrid, Size n)
Disposable< Arraygrid (Time t) const
Real underlying (Size i, Size index) const