Tree approximating a single-factor diffusion More...
#include <ql/methods/lattices/tree.hpp>
Inheritance diagram for Tree< T >:Public Member Functions | |
| Tree (Size columns) | |
| Size | columns () const |
Additional Inherited Members | |
Protected Member Functions inherited from CuriouslyRecurringTemplate< T > | |
| T & | impl () |
| const T & | impl () const |
Tree approximating a single-factor diffusion
Derived classes must implement the following interface:
and provide a public enumeration
where N is a suitable constant (2 for binomial, 3 for trinomial...)