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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_tree.html">Tree</a></div>
<h1>Tree Class Template Reference<br>
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[<a class="el" href="group__lattices.html">Lattice methods</a>]</small>
</h1><!-- doxytag: class="QuantLib::Tree" --><!-- doxytag: inherits="QuantLib::CuriouslyRecurringTemplate< T >" --><code>#include <ql/Lattices/tree.hpp></code>
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Inheritance diagram for Tree:<p><center><img src="class_quant_lib_1_1_tree__inherit__graph.png" border="0" usemap="#_tree__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_tree-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class T><br>
class QuantLib::Tree< T ></h3>
Tree approximating a single-factor diffusion
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Derived classes must implement the following interface: <div class="fragment"><pre class="fragment"> <span class="keyword">public</span>:
<a class="code" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> underlying(<a class="code" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="code" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> index) <span class="keyword">const</span>;
<a class="code" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> size(<a class="code" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i) <span class="keyword">const</span>;
<a class="code" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> descendant(<a class="code" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="code" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> index, <a class="code" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> branch) <span class="keyword">const</span>;
<a class="code" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> probability(<a class="code" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="code" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> index, <a class="code" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> branch) <span class="keyword">const</span>;
</pre></div> and provide a public enumeration <div class="fragment"><pre class="fragment"> <span class="keyword">enum</span> { branches = N };
</pre></div> where N is a suitable constant (2 for binomial, 3 for trinomial...)
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8fe1055f39c1f80fd420458fe249fd99"></a><!-- doxytag: member="QuantLib::Tree::Tree" ref="8fe1055f39c1f80fd420458fe249fd99" args="(Size columns)" -->
</td><td class="memItemRight" valign="bottom"><b>Tree</b> (Size columns)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86a771d47cf764c4ef43aab250442fda"></a><!-- doxytag: member="QuantLib::Tree::columns" ref="86a771d47cf764c4ef43aab250442fda" args="() const" -->
Size </td><td class="memItemRight" valign="bottom"><b>columns</b> () const</td></tr>
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