LatticeSpecification (OpenGamma Strata)

All Known Implementing Classes:

CoxRossRubinsteinLatticeSpecification, TrigeorgisLatticeSpecification
```
public interface LatticeSpecification
```
Lattice specification interface.
An implementation of the lattice specification defines construction of binomial and trinomial trees, and computes transition probabilities and state steps.
Reference: Y. Iwashita, "Tree Option Pricing Models" OpenGamma Quantitative Research 23.

Method Summary

All Methods Instance Methods Abstract Methods
Modifier and Type	Method	Description
`DoubleArray`	`getParametersTrinomial(double volatility, double interestRate, double dt)`	Computes parameters for uniform trinomial tree.

- Method Detail
  - getParametersTrinomial
```
DoubleArray getParametersTrinomial(double volatility,
                                   double interestRate,
                                   double dt)
```
    Computes parameters for uniform trinomial tree.
    The interest rate must be zero-coupon continuously compounded rate.
    The trinomial tree parameters are represented as DoubleArray containing [0] up factor, [1] middle factor, [2] down factor, [3] up probability, [4] middle probability, [5] down probability.
    
    Parameters:
    
    volatility - the volatility
    
    interestRate - the interest rate
    
    dt - the time step
    
    Returns:
    
    the trinomial tree parameters