Tree< T > Class Template Reference

Tree approximating a single-factor diffusion More...

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

Inheritance diagram for Tree< T >:

Collaboration diagram for Tree< T >:

Public Member Functions
	Tree (Size columns)
Size	columns () const

Private Attributes
Size	columns_

Additional Inherited Members
Protected Member Functions inherited from CuriouslyRecurringTemplate< T >
	CuriouslyRecurringTemplate ()=default
	~CuriouslyRecurringTemplate ()=default
T &	impl ()
const T &	impl () const

Detailed Description

template<class T>
class QuantLib::Tree< T >

Tree approximating a single-factor diffusion

Derived classes must implement the following interface:

public:
  Real underlying(Size i, Size index) const;
  Size size(Size i) const;
  Size descendant(Size i, Size index, Size branch) const;
  Real probability(Size i, Size index, Size branch) const;

and provide a public enumeration

enum { branches = N };

where N is a suitable constant (2 for binomial, 3 for trinomial...)

Definition at line 51 of file tree.hpp.

Constructor & Destructor Documentation

Tree()

Tree ( Size  columns )

explicit

Definition at line 53 of file tree.hpp.

Member Function Documentation

columns()

Size columns

(

)

const

Definition at line 54 of file tree.hpp.

Member Data Documentation

columns_

Size columns_

private

Definition at line 56 of file tree.hpp.