/*
Copyright (C) 2008 Srinivas Hasti
This source code is release under the BSD License.
This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/
JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the JQuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
*/
/*
Copyright (C) 2005 StatPro Italia srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
package org.jquantlib.methods.lattices;
import org.jquantlib.math.matrixutilities.Array;
import org.jquantlib.time.TimeGrid;
/**
* One-dimensional tree-based lattice
*
* @category lattices
*
* @author Srinivas Hasti
*/
public abstract class TreeLattice1D extends TreeLattice {
//
// public constructors
//
public TreeLattice1D(final TimeGrid timeGrid, final int n) {
super(timeGrid, n);
}
//
// overrides Lattice
//
@Override
public Array grid(final double t) {
final int i = timeGrid().index(t);
final Array grid = new Array(size(i));
for (int j = 0; j < grid.size(); j++)
grid.set(j, underlying(i, j));
return grid;
}
//
// abstract methods
//
public abstract double underlying(int i, int index);
}
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