tree2_ (3) Linux Manual Page
QuantLib::TreeLattice2D – Two-dimensional tree-based lattice. Synopsis #include <ql/methods/lattices/lattice2d.hpp> Inherits TreeLattice< Impl >. Public Member Functions TreeLattice2D (const boost::shared_ptr< T > &tree1, const boost::shared_ptr< T > &tree2, Real correlation) Size size (Size i) const Size descendant (Size i, Size index, Size branch) const Real probability (Size i, Size index, Size branch) const Protected Member Functions Disposable<…
