QuantLib_TreeLattice1D man page

TreeLattice1D< Impl > — One-dimensional tree-based lattice.


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

Inherits TreeLattice< Impl >.

Public Member Functions

TreeLattice1D (const TimeGrid &timeGrid, Size n)

Disposable< Array > grid (Time t) const

Real underlying (Size i, Size index) const

Additional Inherited Members

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;


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Referenced By

TreeLattice1D(3) is an alias of QuantLib_TreeLattice1D(3).

QuantLib Version 1.8.1 Fri Sep 23 2016