One-dimensional tree-based lattice. More...
#include <ql/methods/lattices/lattice1d.hpp>
 Inheritance diagram for TreeLattice1D< Impl >:
 Inheritance diagram for TreeLattice1D< Impl >:| Public Member Functions | |
| TreeLattice1D (const TimeGrid &timeGrid, Size n) | |
| Disposable< Array > | grid (Time t) const | 
| Real | underlying (Size i, Size index) const | 
|  Public Member Functions inherited from TreeLattice< Impl > | |
| TreeLattice (const TimeGrid &timeGrid, Size n) | |
| const Array & | statePrices (Size i) const | 
| void | stepback (Size i, const Array &values, Array &newValues) const | 
| void | initialize (DiscretizedAsset &, Time t) const | 
| initialize an asset at the given time. | |
| void | rollback (DiscretizedAsset &, Time to) const | 
| void | partialRollback (DiscretizedAsset &, Time to) const | 
| Real | presentValue (DiscretizedAsset &) const | 
| Computes the present value of an asset using Arrow-Debrew prices. | |
|  Public Member Functions inherited from Lattice | |
| Lattice (const TimeGrid &timeGrid) | |
| const TimeGrid & | timeGrid () const | 
| Additional Inherited Members | |
|  Protected Member Functions inherited from TreeLattice< Impl > | |
| void | computeStatePrices (Size until) const | 
|  Protected Member Functions inherited from CuriouslyRecurringTemplate< Impl > | |
| Impl & | impl () | 
| const Impl & | impl () const | 
|  Protected Attributes inherited from TreeLattice< Impl > | |
| std::vector< Array > | statePrices_ | 
|  Protected Attributes inherited from Lattice | |
| TimeGrid | t_ |