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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 tree.hpp
    \brief Tree class

#ifndef quantlib_lattices_tree_h
#define quantlib_lattices_tree_h

#include <ql/numericalmethod.hpp>

namespace QuantLib {

    //! %Tree approximating a single-factor diffusion
    /*! \ingroup lattices */
00033     class Tree {
        Tree(Size nColumns) : nColumns_(nColumns) {}
        virtual ~Tree() {}
        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 { return nColumns_; }
        Size nColumns_;



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