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<title>TreeLattice2D< Impl, T > Class Template Reference</title>
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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> |
<a href="#pro-methods">Protected Member Functions</a> |
<a href="#pro-attribs">Protected Attributes</a> </div>
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<div class="title">TreeLattice2D< Impl, 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::TreeLattice2D" --><!-- doxytag: inherits="QuantLib::TreeLattice" -->
<p>Two-dimensional tree-based lattice.
<a href="class_quant_lib_1_1_tree_lattice2_d.html#details">More...</a></p>
<p><code>#include <ql/methods/lattices/lattice2d.hpp></code></p>
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Inheritance diagram for TreeLattice2D< Impl, T >:</div>
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<div class="center"><img src="class_quant_lib_1_1_tree_lattice2_d__inherit__graph.png" border="0" usemap="#_tree_lattice2_d_3_01_impl_00_01_t_01_4_inherit__map" alt="Inheritance graph"/></div>
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<p><a href="class_quant_lib_1_1_tree_lattice2_d-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a704f2e1b3213debcb31d9e34532a6b62"></a><!-- doxytag: member="QuantLib::TreeLattice2D::TreeLattice2D" ref="a704f2e1b3213debcb31d9e34532a6b62" 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#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> correlation)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2609b991dbefe939a4749c7cb101fcb5"></a><!-- doxytag: member="QuantLib::TreeLattice2D::size" ref="a2609b991dbefe939a4749c7cb101fcb5" args="(Size i) const " -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>size</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a48f57733a612b5288a9fbd89d9b71072"></a><!-- doxytag: member="QuantLib::TreeLattice2D::descendant" ref="a48f57733a612b5288a9fbd89d9b71072" args="(Size i, Size index, Size branch) const " -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>descendant</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> index, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> branch) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aca88ad07031bcbdd6c191208c49f1042"></a><!-- doxytag: member="QuantLib::TreeLattice2D::probability" ref="aca88ad07031bcbdd6c191208c49f1042" args="(Size i, Size index, Size branch) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>probability</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> index, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> branch) const </td></tr>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa37e45030e4c2a4e9c797614dc33c480"></a><!-- doxytag: member="QuantLib::TreeLattice2D::grid" ref="aa37e45030e4c2a4e9c797614dc33c480" 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#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>) const </td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acaea9adf32c44af8f5148eb9ae443ee3"></a><!-- doxytag: member="QuantLib::TreeLattice2D::tree1_" ref="acaea9adf32c44af8f5148eb9ae443ee3" args="" -->
boost::shared_ptr< T > </td><td class="memItemRight" valign="bottom"><b>tree1_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a68d62c140de156a0986f384781c3f861"></a><!-- doxytag: member="QuantLib::TreeLattice2D::tree2_" ref="a68d62c140de156a0986f384781c3f861" args="" -->
boost::shared_ptr< T > </td><td class="memItemRight" valign="bottom"><b>tree2_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><h3>template<class Impl, class T = TrinomialTree><br/>
class QuantLib::TreeLattice2D< Impl, T ></h3>
<p>Two-dimensional tree-based lattice. </p>
<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. </p>
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