![]() QuantLib 0.3.9Getting startedReference manual |
TrinomialTree Class Reference |
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Public Member Functions | |
| TrinomialTree (const boost::shared_ptr< StochasticProcess > &process, const TimeGrid &timeGrid, bool isPositive=false) | |
| Real | dx (Size i) const |
| Size | size (Size i) const |
| Real | underlying (Size i, Size index) const |
| const TimeGrid & | timeGrid () const |
| Size | descendant (Size i, Size index, Size branch) const |
| Real | probability (Size i, Size index, Size branch) const |
Protected Attributes | |
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std::vector< boost::shared_ptr< TrinomialBranching > > | branchings_ |
| Real | x0_ |
| std::vector< Real > | dx_ |
| TimeGrid | timeGrid_ |
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