Coverage Report

Created: 2026-03-11 06:44

next uncovered line (L), next uncovered region (R), next uncovered branch (B)
/src/quantlib/ql/methods/lattices/tree.hpp
Line
Count
Source
1
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3
/*
4
 Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb
5
 Copyright (C) 2005 StatPro Italia srl
6
7
 This file is part of QuantLib, a free-software/open-source library
8
 for financial quantitative analysts and developers - http://quantlib.org/
9
10
 QuantLib is free software: you can redistribute it and/or modify it
11
 under the terms of the QuantLib license.  You should have received a
12
 copy of the license along with this program; if not, please email
13
 <quantlib-dev@lists.sf.net>. The license is also available online at
14
 <https://www.quantlib.org/license.shtml>.
15
16
 This program is distributed in the hope that it will be useful, but WITHOUT
17
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18
 FOR A PARTICULAR PURPOSE.  See the license for more details.
19
*/
20
21
/*! \file tree.hpp
22
    \brief Tree class
23
*/
24
25
#ifndef quantlib_tree_hpp
26
#define quantlib_tree_hpp
27
28
#include <ql/types.hpp>
29
#include <ql/patterns/curiouslyrecurring.hpp>
30
31
namespace QuantLib {
32
33
    //! %Tree approximating a single-factor diffusion
34
    /*! Derived classes must implement the following interface:
35
        \code
36
        public:
37
          Real underlying(Size i, Size index) const;
38
          Size size(Size i) const;
39
          Size descendant(Size i, Size index, Size branch) const;
40
          Real probability(Size i, Size index, Size branch) const;
41
        \endcode
42
        and provide a public enumeration
43
        \code
44
        enum { branches = N };
45
        \endcode
46
        where N is a suitable constant (2 for binomial, 3 for trinomial...)
47
48
        \ingroup lattices
49
    */
50
    template <class T>
51
    class Tree : public CuriouslyRecurringTemplate<T> {
52
      public:
53
0
        explicit Tree(Size columns) : columns_(columns) {}
Unexecuted instantiation: QuantLib::Tree<QuantLib::ExtendedJarrowRudd>::Tree(unsigned long)
Unexecuted instantiation: QuantLib::Tree<QuantLib::ExtendedCoxRossRubinstein>::Tree(unsigned long)
Unexecuted instantiation: QuantLib::Tree<QuantLib::ExtendedAdditiveEQPBinomialTree>::Tree(unsigned long)
Unexecuted instantiation: QuantLib::Tree<QuantLib::ExtendedTrigeorgis>::Tree(unsigned long)
Unexecuted instantiation: QuantLib::Tree<QuantLib::ExtendedTian>::Tree(unsigned long)
Unexecuted instantiation: QuantLib::Tree<QuantLib::ExtendedLeisenReimer>::Tree(unsigned long)
Unexecuted instantiation: QuantLib::Tree<QuantLib::ExtendedJoshi4>::Tree(unsigned long)
Unexecuted instantiation: QuantLib::Tree<QuantLib::JarrowRudd>::Tree(unsigned long)
Unexecuted instantiation: QuantLib::Tree<QuantLib::CoxRossRubinstein>::Tree(unsigned long)
Unexecuted instantiation: QuantLib::Tree<QuantLib::AdditiveEQPBinomialTree>::Tree(unsigned long)
Unexecuted instantiation: QuantLib::Tree<QuantLib::Trigeorgis>::Tree(unsigned long)
Unexecuted instantiation: QuantLib::Tree<QuantLib::Tian>::Tree(unsigned long)
Unexecuted instantiation: QuantLib::Tree<QuantLib::LeisenReimer>::Tree(unsigned long)
Unexecuted instantiation: QuantLib::Tree<QuantLib::Joshi4>::Tree(unsigned long)
Unexecuted instantiation: QuantLib::Tree<QuantLib::TrinomialTree>::Tree(unsigned long)
54
        Size columns() const { return columns_; }
55
      private:
56
        Size columns_;
57
    };
58
59
}
60
61
62
#endif