Derived classes must implement the following interface:
public:
Real underlying(Size i, Sizeindex) const;
Sizesize(Size i) const;
Size descendant(Size i, Sizeindex, Size branch) const;
Real probability(Size i, Sizeindex, Size branch) const;
and provide a public enumeration
enum { branches = N };
where N is a suitable constant (2 for binomial, 3 for trinomial...)
Tree approximating a single-factor diffusion
Derived classes must implement the following interface:
public: Real underlying(Size i, Size index) const; Size size(Size i) const; Size descendant(Size i, Size index, Size branch) const; Real probability(Size i, Size index, Size branch) const;
and provide a public enumeration
enum { branches = N };
where N is a suitable constant (2 for binomial, 3 for trinomial...)