- QuantLib
- TrinomialTree
 
Recombining trinomial tree class. More...
#include <ql/methods/lattices/trinomialtree.hpp>

| Public Types | |
| enum | Branches { branches = 3 } | 
| Public Member Functions | |
| TrinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, const TimeGrid &timeGrid, bool isPositive=false) | |
| Real | dx (Size i) const | 
| const TimeGrid & | timeGrid () const | 
| Size | size (Size i) const | 
| Real | underlying (Size i, Size index) const | 
| Size | descendant (Size i, Size index, Size branch) const | 
| Real | probability (Size i, Size index, Size branch) const | 
| Protected Attributes | |
| std::vector< Branching > | branchings_ | 
| Real | x0_ | 
| std::vector< Real > | dx_ | 
| TimeGrid | timeGrid_ | 
Recombining trinomial tree class.
This class defines a recombining trinomial tree approximating a 1-D stochastic process.