QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces
bsmlattice.hpp File Reference

Binomial trees under the BSM model. More...

#include <ql/methods/lattices/binomialtree.hpp>
#include <ql/methods/lattices/lattice1d.hpp>

Go to the source code of this file.

Classes

class  BlackScholesLattice< T >
 Simple binomial lattice approximating the Black-Scholes model. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Binomial trees under the BSM model.

Definition in file bsmlattice.hpp.