public BlackScholesLattice(
final T tree,
final double riskFreeRate,
final /*@Time*/ double end,
final int steps) {
super(new TimeGrid(end, steps), 2);
this.tree = tree;
this.discount = Math.exp(-riskFreeRate * (end / steps));
this.pd = tree.probability(0, 0, 0);
this.pu = tree.probability(0, 0, 1);
}