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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_trinomial_tree.html">TrinomialTree</a></div>
<h1>TrinomialTree Class Reference<br>
<small>
[<a class="el" href="group__lattices.html">Lattice methods</a>]</small>
</h1><!-- doxytag: class="QuantLib::TrinomialTree" --><!-- doxytag: inherits="QuantLib::Tree" --><code>#include <ql/Lattices/trinomialtree.hpp></code>
<p>
Inheritance diagram for TrinomialTree:<p><center><img src="class_quant_lib_1_1_trinomial_tree__inherit__graph.png" border="0" usemap="#_trinomial_tree__inherit__map" alt="Inheritance graph"></center>
<map name="_trinomial_tree__inherit__map">
<area href="class_quant_lib_1_1_tree.html" shape="rect" coords="9,82,252,106" alt="">
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_trinomial_tree-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Recombining trinomial tree class.
<p>
This class defines a recombining trinomial tree approximating a 1-D stochastic process. <dl compact><dt><b><a class="el" href="caveats.html#_caveats000059">Warning:</a></b></dt><dd>The diffusion term of the SDE must be independent of the underlying process.</dd></dl>
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<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Types</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">enum </td><td class="memItemRight" valign="bottom">{ <b>branches</b> = 3
}</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="078e840172f31eaf0ca3ce14574e2457"></a><!-- doxytag: member="QuantLib::TrinomialTree::TrinomialTree" ref="078e840172f31eaf0ca3ce14574e2457" args="(const boost::shared_ptr< StochasticProcess1D > &process, const TimeGrid &timeGrid, bool isPositive=false)" -->
</td><td class="memItemRight" valign="bottom"><b>TrinomialTree</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_stochastic_process1_d.html">StochasticProcess1D</a> > &process, const <a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a> &timeGrid, bool isPositive=false)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5af1ceacb1d7d313f4e39e78fc6851c7"></a><!-- doxytag: member="QuantLib::TrinomialTree::dx" ref="5af1ceacb1d7d313f4e39e78fc6851c7" args="(Size i) const" -->
Real </td><td class="memItemRight" valign="bottom"><b>dx</b> (Size i) const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b1b4f3ee63c7fc18845e10236dd5df8d"></a><!-- doxytag: member="QuantLib::TrinomialTree::timeGrid" ref="b1b4f3ee63c7fc18845e10236dd5df8d" args="() const" -->
const <a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a> & </td><td class="memItemRight" valign="bottom"><b>timeGrid</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eb4f25e4b90d3059100df693c425563f"></a><!-- doxytag: member="QuantLib::TrinomialTree::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="9c660cefba93734dec67bf2180b51689"></a><!-- doxytag: member="QuantLib::TrinomialTree::underlying" ref="9c660cefba93734dec67bf2180b51689" args="(Size i, Size index) const" -->
Real </td><td class="memItemRight" valign="bottom"><b>underlying</b> (Size i, Size index) const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="460df55f2a51ce5a7381cc0dfb2aa12a"></a><!-- doxytag: member="QuantLib::TrinomialTree::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::TrinomialTree::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 Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4cab8fbe3eb882df8aa3ed9dceb1edf5"></a><!-- doxytag: member="QuantLib::TrinomialTree::branchings_" ref="4cab8fbe3eb882df8aa3ed9dceb1edf5" args="" -->
std::vector< Branching > </td><td class="memItemRight" valign="bottom"><b>branchings_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fb597b35edab96eecbcbf9a2df04f05d"></a><!-- doxytag: member="QuantLib::TrinomialTree::x0_" ref="fb597b35edab96eecbcbf9a2df04f05d" args="" -->
Real </td><td class="memItemRight" valign="bottom"><b>x0_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ef7f39f95dbbf62fd365a1ec2a0e70bf"></a><!-- doxytag: member="QuantLib::TrinomialTree::dx_" ref="ef7f39f95dbbf62fd365a1ec2a0e70bf" args="" -->
std::vector< Real > </td><td class="memItemRight" valign="bottom"><b>dx_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dda5ae6c670bdbb1857509a4aa20ec25"></a><!-- doxytag: member="QuantLib::TrinomialTree::timeGrid_" ref="dda5ae6c670bdbb1857509a4aa20ec25" args="" -->
<a class="el" href="class_quant_lib_1_1_time_grid.html">TimeGrid</a> </td><td class="memItemRight" valign="bottom"><b>timeGrid_</b></td></tr>
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