org.jquantlib.methods.lattices

Class TreeLattice1D

java.lang.Object

org.jquantlib.methods.lattices.Lattice

org.jquantlib.methods.lattices.TreeLattice

org.jquantlib.methods.lattices.TreeLattice1D

Direct Known Subclasses:

BlackScholesLattice

public abstract class TreeLattice1D
extends TreeLattice

One-dimensional tree-based lattice

Constructor Summary

Constructors

Constructor and Description
TreeLattice1D(TimeGrid timeGrid, int n)

Method Summary

Modifier and Type	Method and Description
Array	grid(double t) This is smelly, but we need it.
abstract double	underlying(int i, int index)

Methods inherited from class org.jquantlib.methods.lattices.TreeLattice

descendant, discount, initialize, partialRollback, presentValue, probability, rollback, size, statePrices, stepback

Methods inherited from class org.jquantlib.methods.lattices.Lattice

timeGrid

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

TreeLattice1D

public TreeLattice1D(TimeGrid timeGrid,
                     int n)

Method Detail

grid

public Array grid(double t)

Description copied from class: Lattice

This is smelly, but we need it. We'll rethink it later.

Specified by:

grid in class Lattice

Returns:

underlying

public abstract double underlying(int i,
                                  int index)