TreeLattice1D (3) Linux Manual Page
QuantLib::TreeLattice1D – One-dimensional tree-based lattice. Synopsis#include <ql/methods/lattices/lattice1d.hpp> Inherits TreeLattice< Impl >. Public Member FunctionsTreeLattice1D (const TimeGrid &timeGrid, Size n) Disposable< Array > grid (Time t) const Real underlying (Size i, Size index) const Detailed Descriptiontemplate<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; …
