![]() QuantLib 0.3.9Getting startedReference manual |
Lattice2D Class Reference |
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Public Member Functions | |
| Lattice2D (const boost::shared_ptr< TrinomialTree > &tree1, const boost::shared_ptr< TrinomialTree > &tree2, Real correlation) | |
| Size | size (Size i) const |
Protected Member Functions | |
| Size | descendant (Size i, Size index, Size branch) const |
| Tree properties. | |
| Real | probability (Size i, Size index, Size branch) const |
Protected Attributes | |
| boost::shared_ptr< Tree > | tree1_ |
| boost::shared_ptr< Tree > | tree2_ |
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