QuantLib: TwoFactorModel::ShortRateTree Class Reference

### A free/open-source library for quantitative finance

# TwoFactorModel::ShortRateTree Class Reference

`#include <ql/models/shortrate/twofactormodel.hpp>`

Inheritance diagram for TwoFactorModel::ShortRateTree:

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List of all members.

## Detailed Description

Recombining two-dimensional tree discretizing the state variable.

## Public Member Functions
| ShortRateTree (const boost::shared_ptr< TrinomialTree > &tree1, const boost::shared_ptr< TrinomialTree > &tree2, const boost::shared_ptr< ShortRateDynamics > &dynamics)
| Plain tree build-up from short-rate dynamics.
DiscountFactor | discount (Size i, Size index) const