/*
 Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb

 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 ferdinando@ametrano.net
 The license is also available online at http://quantlib.org/html/license.html

 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 tree.hpp
    \brief Tree class

    \fullpath
    ql/Lattices/%tree.hpp
*/

// $Id: tree.hpp,v 1.15.10.1 2002/12/31 18:40:36 nando Exp $

#ifndef quantlib_lattices_tree_h
#define quantlib_lattices_tree_h

#include <ql/numericalmethod.hpp>

namespace QuantLib {

    namespace Lattices {

        //! Tree approximating a single-factor diffusion
        class Tree {
          public:
            Tree(Size nColumns) : nColumns_(nColumns) {}
            virtual ~Tree() {}
            virtual double underlying(Size i, Size index) const = 0;
            virtual Size size(Size i) const = 0;
            virtual Size descendant(Size i, Size index, Size branch) const = 0;
            virtual double probability(Size i, Size index, Size branch) const = 0;

            Size nColumns() const { return nColumns_; }
          private:
            Size nColumns_;
        };

    }

}

#endif
