QuantLib 0.3.11 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

Lattice1D Class Template Reference [Lattice methods] #include <ql/Lattices/lattice1d.hpp> Inheritance diagram for Lattice1D: [legend]List of all members. Detailed Description template<class Impl> class QuantLib::Lattice1D< Impl > One-dimensional lattice. Derived classes must implement the following interface: Real underlying(Size i, Size index) const; Public Member Functions   Lattice1D (const TimeGrid &timeGrid, Size n) Disposable< Array >  grid (Time t) const Real  underlying (Size i, Size index) const

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