[Haskell-beginners] library for lattice data structure
Kim-Ee Yeoh
ky3 at atamo.com
Wed Mar 12 02:57:53 UTC 2014
On Wed, Mar 12, 2014 at 7:51 AM, James Toll <james at jtoll.com> wrote:
> https://en.wikipedia.org/wiki/Binomial_options_pricing_model
>
> Given its lattice structure, I originally thought of trying a recursive
> implementation, but because it's recombining, the interior nodes would be
> calculated twice.
Looks like a case of Finite Language Syndrome. 'Lattice' has a pretty
specific technical meaning in math, which isn't what's referred to here. If
something on hackage mentions lattice, it's invariably the math meaning.
This 'lattice' of high finance is a tree data structure, in fact, a special
tree you'll probably recognize as Pascal's Triangle.
You might want to look up efficient FP representations of the latter.
-- Kim-Ee
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