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

Tree-based lattice-method class. More...

#include <ql/numericalmethod.hpp>
#include <ql/discretizedasset.hpp>
#include <ql/patterns/curiouslyrecurring.hpp>

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Classes

class  TreeLattice< Impl >
 Tree-based lattice-method base class. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Tree-based lattice-method class.

Definition in file lattice.hpp.