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

TrinomialTree Class Reference #include <trinomialtree.hpp> Inheritance diagram for TrinomialTree: [legend]List of all members. Detailed Description Recombining trinomial tree class. This class defines a recombining trinomial tree approximating a a diffusion. Warning: The diffusion term of the SDE must be independent of the underlying process. Public Member Functions   TrinomialTree (const Handle< DiffusionProcess > &process, const TimeGrid &timeGrid, bool isPositive=false) double  dx (Size i) const Size  size (Size i) const double  underlying (Size i, Size index) const const TimeGrid &  timeGrid () const Size  descendant (Size i, Size index, Size branch) const double  probability (Size i, Size index, Size branch) const Protected Attributes std::vector< Handle< TrinomialBranching > >  branchings_ double  x0_ std::vector< double >  dx_ TimeGrid  timeGrid_ The documentation for this class was generated from the following files: ql/Lattices/trinomialtree.hpp ql/Lattices/trinomialtree.cpp

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