QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
lattice2d.hpp File Reference

Two-dimensional lattice class. More...

#include <ql/math/matrix.hpp>
#include <ql/methods/lattices/lattice.hpp>
#include <ql/methods/lattices/trinomialtree.hpp>
#include <utility>

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Classes

class  TreeLattice2D< Impl, T >
 Two-dimensional tree-based lattice. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Two-dimensional lattice class.

Definition in file lattice2d.hpp.