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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_lattice2_d.html">Lattice2D</a></div>
<h1>Lattice2D Class Template Reference<br>
<small>
[<a class="el" href="group__lattices.html">Lattice methods</a>]</small>
</h1><!-- doxytag: class="QuantLib::Lattice2D" --><!-- doxytag: inherits="QuantLib::Lattice" --><code>#include <ql/Lattices/lattice2d.hpp></code>
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Inheritance diagram for Lattice2D:<p><center><img src="class_quant_lib_1_1_lattice2_d__inherit__graph.png" border="0" usemap="#_lattice2_d__inherit__map" alt="Inheritance graph"></center>
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_lattice2_d-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class Impl, class T = TrinomialTree><br>
class QuantLib::Lattice2D< Impl, T ></h3>
Two-dimensional lattice.
<p>
This lattice is based on two trinomial trees and primarily used for the <a class="el" href="class_quant_lib_1_1_g2.html">G2</a> short-rate model.
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<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ac921bcaab0754dcef3460b3a2bd2648"></a><!-- doxytag: member="QuantLib::Lattice2D::Lattice2D" ref="ac921bcaab0754dcef3460b3a2bd2648" args="(const boost::shared_ptr< T > &tree1, const boost::shared_ptr< T > &tree2, Real correlation)" -->
</td><td class="memItemRight" valign="bottom"><b>Lattice2D</b> (const boost::shared_ptr< T > &tree1, const boost::shared_ptr< T > &tree2, Real correlation)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eb4f25e4b90d3059100df693c425563f"></a><!-- doxytag: member="QuantLib::Lattice2D::size" ref="eb4f25e4b90d3059100df693c425563f" args="(Size i) const" -->
Size </td><td class="memItemRight" valign="bottom"><b>size</b> (Size i) const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="460df55f2a51ce5a7381cc0dfb2aa12a"></a><!-- doxytag: member="QuantLib::Lattice2D::descendant" ref="460df55f2a51ce5a7381cc0dfb2aa12a" args="(Size i, Size index, Size branch) const" -->
Size </td><td class="memItemRight" valign="bottom"><b>descendant</b> (Size i, Size index, Size branch) const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="886717e8df5ff198a2c8463d0e4193ed"></a><!-- doxytag: member="QuantLib::Lattice2D::probability" ref="886717e8df5ff198a2c8463d0e4193ed" args="(Size i, Size index, Size branch) const" -->
Real </td><td class="memItemRight" valign="bottom"><b>probability</b> (Size i, Size index, Size branch) const</td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6796fbe0767aa5f4a6f8817190a9d30"></a><!-- doxytag: member="QuantLib::Lattice2D::grid" ref="f6796fbe0767aa5f4a6f8817190a9d30" args="(Time) const" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>grid</b> (Time) const</td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="caea9adf32c44af8f5148eb9ae443ee3"></a><!-- doxytag: member="QuantLib::Lattice2D::tree1_" ref="caea9adf32c44af8f5148eb9ae443ee3" args="" -->
boost::shared_ptr< T > </td><td class="memItemRight" valign="bottom"><b>tree1_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="68d62c140de156a0986f384781c3f861"></a><!-- doxytag: member="QuantLib::Lattice2D::tree2_" ref="68d62c140de156a0986f384781c3f861" args="" -->
boost::shared_ptr< T > </td><td class="memItemRight" valign="bottom"><b>tree2_</b></td></tr>
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