/** * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.model.option.pricing.tree; import com.opengamma.analytics.financial.model.option.definition.OptionDefinition; import com.opengamma.analytics.financial.model.option.definition.StandardOptionDataBundle; import com.opengamma.analytics.financial.model.option.pricing.OptionModel; import com.opengamma.analytics.financial.model.tree.RecombiningTree; import com.opengamma.analytics.math.function.Function1D; import com.opengamma.util.tuple.DoublesPair; /** * * @param <T> * @param <U> */ public abstract class TreeOptionModel<T extends OptionDefinition, U extends StandardOptionDataBundle> implements OptionModel<T, U> { public abstract Function1D<U, ? extends RecombiningTree<DoublesPair>> getTreeGeneratingFunction(T definition); }