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

Tree class. More...

#include <ql/types.hpp>
#include <ql/patterns/curiouslyrecurring.hpp>

Go to the source code of this file.

Classes

class  Tree< T >
 Tree approximating a single-factor diffusion More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Tree class.

Definition in file tree.hpp.