QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Tree-based lattice-method class. More...
#include <ql/numericalmethod.hpp>
#include <ql/discretizedasset.hpp>
#include <ql/patterns/curiouslyrecurring.hpp>
Go to the source code of this file.
Classes | |
class | TreeLattice< Impl > |
Tree-based lattice-method base class. More... | |
Namespaces | |
namespace | QuantLib |
Tree-based lattice-method class.
Definition in file lattice.hpp.