QuantLib_TreeLattice1D

Langue: en

Autres versions - même langue

Version: 379212 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::TreeLattice1D -

One-dimensional tree-based lattice.

SYNOPSIS


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

Inherits QuantLib::TreeLattice< Impl >.

Public Member Functions


TreeLattice1D (const TimeGrid &timeGrid, Size n)

Disposable< Array > grid (Time t) const

Real underlying (Size i, Size index) const

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;


 

Author

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