LatticeType::NodeType. The type of lattice is handed to the pricing function Pricing#latticeForwardPrice as a template parameter. Consequently no interface to all node types is needed for lattice pricing.
Emphasis is on smallest possible memory footprint. The lattice handles everything except the information specific to each node. Nodes do not have to know which lattice they live in nor at which time step within the lattice. Only one type of node is implemented: StandardBrownianNode.
Definition in file Node.h.
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