public LatticeShortRateModelEngine(ShortRateModel model, TimeGrid timeGrid) : base(model) { timeGrid_ = new TimeGrid(timeGrid.Last(), timeGrid.size() - 1 /*timeGrid.dt(1) - timeGrid.dt(0)*/); timeGrid_ = timeGrid; timeSteps_ = 0; lattice_ = this.model_.link.tree(timeGrid); }