Tree Class Reference

#include <ql/Lattices/tree.hpp>

Inheritance diagram for Tree:

Detailed Description

Tree approximating a single-factor diffusion

Public Member Functions

Tree (Size nColumns)

virtual double underlying (Size i, Size index) const=0

virtual Size size (Size i) const=0

virtual Size descendant (Size i, Size index, Size branch) const=0

virtual double probability (Size i, Size index, Size branch) const=0

Size nColumns () const

QuantLib 0.3.6

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Tree Class Reference

Detailed Description

Public Member Functions