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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file lattice2d.hpp
    \brief Two-dimensional lattice class

#ifndef quantlib_lattices_lattice2d_h
#define quantlib_lattices_lattice2d_h

#include <ql/Lattices/lattice.hpp>
#include <ql/Lattices/trinomialtree.hpp>
#include <ql/Math/matrix.hpp>

namespace QuantLib {

    //! Two-dimensional lattice.
    /*! This lattice is based on two trinomial trees and primarly used
        for the G2 short-rate model.

        \ingroup lattices
00039     class Lattice2D : public Lattice {
        Lattice2D(const boost::shared_ptr<TrinomialTree>& tree1,
                  const boost::shared_ptr<TrinomialTree>& tree2,
                  Real correlation);

        Size size(Size i) const { return tree1_->size(i)*tree2_->size(i); }
        Size descendant(Size i, Size index, Size branch) const;
        Real probability(Size i, Size index, Size branch) const;

        boost::shared_ptr<Tree> tree1_, tree2_;
        Matrix m_;
        Real rho_;



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