- QuantLib
- TreeLattice1D
One-dimensional tree-based lattice. More...
#include <ql/methods/lattices/lattice1d.hpp>

Public Member Functions | |
| TreeLattice1D (const TimeGrid &timeGrid, Size n) | |
| Disposable< Array > | grid (Time t) const |
| Real | underlying (Size i, Size index) const |