QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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 |
Two-dimensional lattice class.
Definition in file lattice2d.hpp.