TrinomialTree

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On Aug 6, 2008, at 9:42 PM, Li, Peter wrote:
> Is the TrinomialTree in TrinomialTree.cpp the same as well-known  
> Hull-White TrinomialTree?
> If different, any reference?


Peter,
        apologies for the delay (vacations and all that.)

TrinomialTree is a generic trinomial tree (i.e., three children per  
node.)  Hull-White is a particular kind of trinomial tree, and in fact  
the HullWhite class uses the TrinomialTree class for creating a tree  
by feeding it its specific dynamics (see the HullWhite::tree method.)

Luigi



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