QuantLib
: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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ql
methods
lattices
tree.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb
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Copyright (C) 2005 StatPro Italia srl
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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#ifndef quantlib_tree_hpp
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#define quantlib_tree_hpp
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#include <ql/types.hpp>
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#include <ql/patterns/curiouslyrecurring.hpp>
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namespace
QuantLib
{
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template
<
class
T>
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class
Tree
:
public
CuriouslyRecurringTemplate
<T> {
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public
:
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explicit
Tree
(
Size
columns
) :
columns_
(
columns
) {}
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Size
columns
()
const
{
return
columns_
; }
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private
:
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Size
columns_
;
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};
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}
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#endif
QuantLib::CuriouslyRecurringTemplate
Support for the curiously recurring template pattern.
Definition:
curiouslyrecurring.hpp:39
QuantLib::Tree
Tree approximating a single-factor diffusion
Definition:
tree.hpp:51
QuantLib::Tree::columns_
Size columns_
Definition:
tree.hpp:56
QuantLib::Tree::columns
Size columns() const
Definition:
tree.hpp:54
QuantLib::Tree::Tree
Tree(Size columns)
Definition:
tree.hpp:53
QuantLib::Size
std::size_t Size
size of a container
Definition:
types.hpp:58
QuantLib
Definition:
any.hpp:35
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