Interface TreeLatticeImpl

Hierarchy

ICuriouslyRecurringTemplate
- TreeLatticeImpl

Index

Methods

Methods

descendant

descendant(i: Size, index: Size, branch: Size): Size

- Defined in ql/methods/lattices/lattice.ts:18
Parameters
- i: Size
- index: Size
- branch: Size
Returns Size

Optional discount

discount(i: Size, index: Size): DiscountFactor

- Defined in ql/methods/lattices/lattice.ts:17
Parameters
- i: Size
- index: Size
Returns DiscountFactor

impl

impl(): any

Inherited from ICuriouslyRecurringTemplate.impl
- Defined in ql/patterns/curiouslyrecurring.ts:16
Returns any

probability

probability(i: Size, index: Size, branch: Size): Real

- Defined in ql/methods/lattices/lattice.ts:19
Parameters
- i: Size
- index: Size
- branch: Size
Returns Real

Optional size

size(i: Size): Size

- Defined in ql/methods/lattices/lattice.ts:22
Parameters
- i: Size
Returns Size

Optional stepback

stepback(i: Size, values: Real[], newValues: Real[]): void

- Defined in ql/methods/lattices/lattice.ts:20
Parameters
- i: Size
- values: Real[]
- newValues: Real[]
Returns void

Optional treeInit

treeInit(process: StochasticProcess1D, end: Time, steps: Size, strike: Real): TreeLatticeImpl

- Defined in ql/methods/lattices/lattice.ts:15
Parameters
- process: StochasticProcess1D
- end: Time
- steps: Size
- strike: Real
Returns TreeLatticeImpl

Optional underlying

underlying(i: Size, index: Size): Real

- Defined in ql/methods/lattices/lattice.ts:21
Parameters
- i: Size
- index: Size
Returns Real