TreeLattice1D (3) Linux Manual Page
QuantLib::TreeLattice1D – One-dimensional tree-based lattice.
Synopsis
#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
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;