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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_tree_lattice2_d.html">TreeLattice2D</a></div>
<h1>TreeLattice2D Class Template Reference<br>
<small>
[<a class="el" href="group__lattices.html">Lattice methods</a>]</small>
</h1><!-- doxytag: class="QuantLib::TreeLattice2D" --><!-- doxytag: inherits="QuantLib::TreeLattice" --><code>#include <ql/methods/lattices/lattice2d.hpp></code>
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Inheritance diagram for TreeLattice2D:</div>
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<area shape="rect" href="class_quant_lib_1_1_two_factor_model_1_1_short_rate_tree.html" title="Recombining two-dimensional tree discretizing the state variable." alt="" coords="363,5,933,32"><area shape="rect" href="class_quant_lib_1_1_tree_lattice.html" title="Tree-based lattice-method base class." alt="" coords="5,5,155,32"></map>
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<a href="class_quant_lib_1_1_tree_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::TreeLattice2D< Impl, T ></h3>
Two-dimensional tree-based 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" title="Two-additive-factor gaussian model class.">G2</a> short-rate model. <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="704f2e1b3213debcb31d9e34532a6b62"></a><!-- doxytag: member="QuantLib::TreeLattice2D::TreeLattice2D" ref="704f2e1b3213debcb31d9e34532a6b62" args="(const boost::shared_ptr< T > &tree1, const boost::shared_ptr< T > &tree2, Real correlation)" -->
</td><td class="memItemRight" valign="bottom"><b>TreeLattice2D</b> (const boost::shared_ptr< T > &tree1, const boost::shared_ptr< T > &tree2, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> correlation)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2609b991dbefe939a4749c7cb101fcb5"></a><!-- doxytag: member="QuantLib::TreeLattice2D::size" ref="2609b991dbefe939a4749c7cb101fcb5" args="(Size i) const " -->
<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>size</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="48f57733a612b5288a9fbd89d9b71072"></a><!-- doxytag: member="QuantLib::TreeLattice2D::descendant" ref="48f57733a612b5288a9fbd89d9b71072" args="(Size i, Size index, Size branch) const " -->
<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>descendant</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> index, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> branch) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ca88ad07031bcbdd6c191208c49f1042"></a><!-- doxytag: member="QuantLib::TreeLattice2D::probability" ref="ca88ad07031bcbdd6c191208c49f1042" args="(Size i, Size index, Size branch) const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>probability</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> index, <a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> 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="a37e45030e4c2a4e9c797614dc33c480"></a><!-- doxytag: member="QuantLib::TreeLattice2D::grid" ref="a37e45030e4c2a4e9c797614dc33c480" 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> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a>) 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::TreeLattice2D::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::TreeLattice2D::tree2_" ref="68d62c140de156a0986f384781c3f861" args="" -->
boost::shared_ptr< T > </td><td class="memItemRight" valign="bottom"><b>tree2_</b></td></tr>
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