TreeLattice1D< Impl > Class Template Reference

One-dimensional tree-based lattice. More...

#include <ql/methods/lattices/lattice1d.hpp>

Inheritance diagram for TreeLattice1D< Impl >:

List of all members.

Public Member Functions

 TreeLattice1D (const TimeGrid &timeGrid, Size n)
Disposable< Arraygrid (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;