QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

Tree Class Reference #include <tree.hpp> Inheritance diagram for Tree: [legend]List of all members. Detailed Description Tree approximating a single-factor diffusion. Public Member Functions   Tree (Size nColumns) virtual double  underlying (Size i, Size index) const=0 virtual Size  size (Size i) const=0 virtual Size  descendant (Size i, Size index, Size branch) const=0 virtual double  probability (Size i, Size index, Size branch) const=0 Size  nColumns () const The documentation for this class was generated from the following file: ql/Lattices/tree.hpp

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