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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_trinomial_tree.html">TrinomialTree</a></li> </ul>
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<a href="#pub-types">Public Types</a> |
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<div class="title">TrinomialTree Class Reference<div class="ingroups"><a class="el" href="group__lattices.html">Lattice methods</a></div></div> </div>
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<p>Recombining trinomial tree class.
<a href="class_quant_lib_1_1_trinomial_tree.html#details">More...</a></p>
<p><code>#include <ql/methods/lattices/trinomialtree.hpp></code></p>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for TrinomialTree:</div>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr class="memitem:a617aa1e32f64a3e471e0facc2b9c63f0"><td class="memItemLeft" align="right" valign="top"><a id="a617aa1e32f64a3e471e0facc2b9c63f0"></a>enum  </td><td class="memItemRight" valign="bottom"><b>Branches</b> { <b>branches</b> = 3
}</td></tr>
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<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a2be782931972037a90356a5b3f5969fc"><td class="memItemLeft" align="right" valign="top"><a id="a2be782931972037a90356a5b3f5969fc"></a>
 </td><td class="memItemRight" valign="bottom"><b>TrinomialTree</b> (const ext::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 class="separator:a2be782931972037a90356a5b3f5969fc"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5af1ceacb1d7d313f4e39e78fc6851c7"><td class="memItemLeft" align="right" valign="top"><a id="a5af1ceacb1d7d313f4e39e78fc6851c7"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>dx</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const</td></tr>
<tr class="separator:a5af1ceacb1d7d313f4e39e78fc6851c7"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab1b4f3ee63c7fc18845e10236dd5df8d"><td class="memItemLeft" align="right" valign="top"><a id="ab1b4f3ee63c7fc18845e10236dd5df8d"></a>
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 class="separator:ab1b4f3ee63c7fc18845e10236dd5df8d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aeb4f25e4b90d3059100df693c425563f"><td class="memItemLeft" align="right" valign="top"><a id="aeb4f25e4b90d3059100df693c425563f"></a>
<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 class="separator:aeb4f25e4b90d3059100df693c425563f"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a9c660cefba93734dec67bf2180b51689"><td class="memItemLeft" align="right" valign="top"><a id="a9c660cefba93734dec67bf2180b51689"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>underlying</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> index) const</td></tr>
<tr class="separator:a9c660cefba93734dec67bf2180b51689"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a460df55f2a51ce5a7381cc0dfb2aa12a"><td class="memItemLeft" align="right" valign="top"><a id="a460df55f2a51ce5a7381cc0dfb2aa12a"></a>
<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 class="separator:a460df55f2a51ce5a7381cc0dfb2aa12a"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a886717e8df5ff198a2c8463d0e4193ed"><td class="memItemLeft" align="right" valign="top"><a id="a886717e8df5ff198a2c8463d0e4193ed"></a>
<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 class="separator:a886717e8df5ff198a2c8463d0e4193ed"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_tree"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_tree')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_tree.html">Tree< TrinomialTree ></a></td></tr>
<tr class="memitem:a8fe1055f39c1f80fd420458fe249fd99 inherit pub_methods_class_quant_lib_1_1_tree"><td class="memItemLeft" align="right" valign="top"><a id="a8fe1055f39c1f80fd420458fe249fd99"></a>
 </td><td class="memItemRight" valign="bottom"><b>Tree</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> columns)</td></tr>
<tr class="separator:a8fe1055f39c1f80fd420458fe249fd99 inherit pub_methods_class_quant_lib_1_1_tree"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a86a771d47cf764c4ef43aab250442fda inherit pub_methods_class_quant_lib_1_1_tree"><td class="memItemLeft" align="right" valign="top"><a id="a86a771d47cf764c4ef43aab250442fda"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>columns</b> () const</td></tr>
<tr class="separator:a86a771d47cf764c4ef43aab250442fda inherit pub_methods_class_quant_lib_1_1_tree"><td class="memSeparator" colspan="2"> </td></tr>
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Protected Attributes</h2></td></tr>
<tr class="memitem:a4cab8fbe3eb882df8aa3ed9dceb1edf5"><td class="memItemLeft" align="right" valign="top"><a id="a4cab8fbe3eb882df8aa3ed9dceb1edf5"></a>
std::vector< Branching > </td><td class="memItemRight" valign="bottom"><b>branchings_</b></td></tr>
<tr class="separator:a4cab8fbe3eb882df8aa3ed9dceb1edf5"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:afb597b35edab96eecbcbf9a2df04f05d"><td class="memItemLeft" align="right" valign="top"><a id="afb597b35edab96eecbcbf9a2df04f05d"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>x0_</b></td></tr>
<tr class="separator:afb597b35edab96eecbcbf9a2df04f05d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aef7f39f95dbbf62fd365a1ec2a0e70bf"><td class="memItemLeft" align="right" valign="top"><a id="aef7f39f95dbbf62fd365a1ec2a0e70bf"></a>
std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>dx_</b></td></tr>
<tr class="separator:aef7f39f95dbbf62fd365a1ec2a0e70bf"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:adda5ae6c670bdbb1857509a4aa20ec25"><td class="memItemLeft" align="right" valign="top"><a id="adda5ae6c670bdbb1857509a4aa20ec25"></a>
<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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Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_curiously_recurring_template"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_curiously_recurring_template')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_curiously_recurring_template.html">CuriouslyRecurringTemplate< TrinomialTree ></a></td></tr>
<tr class="memitem:af644e65b081eafdcfdf59fed1e0d50ff inherit pro_methods_class_quant_lib_1_1_curiously_recurring_template"><td class="memItemLeft" align="right" valign="top"><a id="af644e65b081eafdcfdf59fed1e0d50ff"></a>
<a class="el" href="class_quant_lib_1_1_trinomial_tree.html">TrinomialTree</a> & </td><td class="memItemRight" valign="bottom"><b>impl</b> ()</td></tr>
<tr class="separator:af644e65b081eafdcfdf59fed1e0d50ff inherit pro_methods_class_quant_lib_1_1_curiously_recurring_template"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a347ce8909f609d980047e6d1a8c6c444 inherit pro_methods_class_quant_lib_1_1_curiously_recurring_template"><td class="memItemLeft" align="right" valign="top"><a id="a347ce8909f609d980047e6d1a8c6c444"></a>
const <a class="el" href="class_quant_lib_1_1_trinomial_tree.html">TrinomialTree</a> & </td><td class="memItemRight" valign="bottom"><b>impl</b> () const</td></tr>
<tr class="separator:a347ce8909f609d980047e6d1a8c6c444 inherit pro_methods_class_quant_lib_1_1_curiously_recurring_template"><td class="memSeparator" colspan="2"> </td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Recombining trinomial tree class. </p>
<p>This class defines a recombining trinomial tree approximating a 1-D stochastic process. </p><dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000114">Warning:</a></b></dt><dd>The diffusion term of the SDE must be independent of the underlying process.</dd></dl>
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