Tree Class Reference
[Lattice methods]

#include <ql/Lattices/tree.hpp>

Inheritance diagram for Tree:

Inheritance graph
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List of all members.

Detailed Description

Tree approximating a single-factor diffusion


Public Member Functions

 Tree (Size nColumns)
virtual Real underlying (Size i, Size index) const =0
virtual Size size (Size i) const =0
virtual Size descendant (Size i, Size index, Size branch) const =0
virtual Real probability (Size i, Size index, Size branch) const =0
Size nColumns () const


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