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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><b>QuantLib</b> </li>
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<a href="#pub-methods">Public Member Functions</a> </div>
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<div class="title">Tree< T > Class Template Reference<div class="ingroups"><a class="el" href="group__lattices.html">Lattice methods</a></div></div> </div>
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<!-- doxytag: class="QuantLib::Tree" --><!-- doxytag: inherits="CuriouslyRecurringTemplate< T >" -->
<p>Tree approximating a single-factor diffusion
<a href="class_quant_lib_1_1_tree.html#details">More...</a></p>
<p><code>#include <ql/methods/lattices/tree.hpp></code></p>
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Inheritance diagram for Tree< T >:</div>
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Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8fe1055f39c1f80fd420458fe249fd99"></a><!-- doxytag: member="QuantLib::Tree::Tree" ref="a8fe1055f39c1f80fd420458fe249fd99" args="(Size columns)" -->
 </td><td class="memItemRight" valign="bottom"><b>Tree</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> columns)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad3e5b8b119f5898b3d12d2dbcdf89100"></a><!-- doxytag: member="QuantLib::Tree::columns" ref="ad3e5b8b119f5898b3d12d2dbcdf89100" args="() const " -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>columns</b> () const </td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><h3>template<class T><br/>
class QuantLib::Tree< T ></h3>
<p>Tree approximating a single-factor diffusion </p>
<p>Derived classes must implement the following interface: </p>
<div class="fragment"><pre class="fragment"> <span class="keyword">public</span>:
<a class="code" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78" title="real number">Real</a> underlying(<a class="code" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77" title="size of a container">Size</a> i, <a class="code" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77" title="size of a container">Size</a> index) <span class="keyword">const</span>;
<a class="code" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77" title="size of a container">Size</a> size(<a class="code" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77" title="size of a container">Size</a> i) <span class="keyword">const</span>;
<a class="code" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77" title="size of a container">Size</a> descendant(<a class="code" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77" title="size of a container">Size</a> i, <a class="code" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77" title="size of a container">Size</a> index, <a class="code" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77" title="size of a container">Size</a> branch) <span class="keyword">const</span>;
<a class="code" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78" title="real number">Real</a> probability(<a class="code" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77" title="size of a container">Size</a> i, <a class="code" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77" title="size of a container">Size</a> index, <a class="code" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77" title="size of a container">Size</a> branch) <span class="keyword">const</span>;
</pre></div><p> and provide a public enumeration </p>
<div class="fragment"><pre class="fragment"> <span class="keyword">enum</span> { branches = N };
</pre></div><p> where N is a suitable constant (2 for binomial, 3 for trinomial...) </p>
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