/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* 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. */ /*! \file lattice1d.hpp \brief One-dimensional lattice class */ #ifndef quantlib_tree_lattice_1d_hpp #define quantlib_tree_lattice_1d_hpp #include namespace QuantLib { //! One-dimensional tree-based lattice. /*! Derived classes must implement the following interface: \code Real underlying(Size i, Size index) const; \endcode \ingroup lattices */ template class TreeLattice1D : public TreeLattice { public: TreeLattice1D(const TimeGrid& timeGrid, Size n) : TreeLattice(timeGrid,n) {} Disposable grid(Time t) const { Size i = this->timeGrid().index(t); Array grid(this->impl().size(i)); for (Size j=0; jimpl().underlying(i,j); return grid; } Real underlying(Size i, Size index) const { return this->impl().underlying(i,index); } }; } #endif