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

TrinomialTree Class Reference [Lattice methods] #include <ql/Lattices/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 1-D stochastic process. Warning: The diffusion term of the SDE must be independent of the underlying process. Public Types enum   { branches = 3 } Public Member Functions   TrinomialTree (const boost::shared_ptr< StochasticProcess1D > &process, const TimeGrid &timeGrid, bool isPositive=false) Real  dx (Size i) const const TimeGrid &  timeGrid () const Size  size (Size i) const Real  underlying (Size i, Size index) const Size  descendant (Size i, Size index, Size branch) const Real  probability (Size i, Size index, Size branch) const Protected Attributes std::vector< Branching >  branchings_ Real  x0_ std::vector< Real >  dx_ TimeGrid  timeGrid_

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