![]() QuantLib 0.3.7Getting startedReference manual |
Lattice2D Class Reference |
Public Member Functions | |
Lattice2D (const boost::shared_ptr< TrinomialTree > &tree1, const boost::shared_ptr< TrinomialTree > &tree2, Real correlation) | |
Size | size (Size i) const |
Protected Member Functions | |
Size | descendant (Size i, Size index, Size branch) const |
Tree properties. | |
Real | probability (Size i, Size index, Size branch) const |
Protected Attributes | |
boost::shared_ptr< Tree > | tree1_ |
boost::shared_ptr< Tree > | tree2_ |
QuantLib.org![]() |
Hosted by![]() |
Documentation generated by![]() |