QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
latticerules.hpp File Reference
#include <ql/types.hpp>
#include <vector>

Go to the source code of this file.

Classes

class  LatticeRule
 

Namespaces

namespace  QuantLib
 

Detailed Description

Cools, Kuo, Nuyens (SIAM J. Sci. Comp., 2006)

Definition in file latticerules.hpp.