QuantLib: C:/dev/QuantLib/ql/methods/lattices/tree.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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Tree class. More...

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

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

Namespaces
namespace	QuantLib

Detailed Description

Tree class.

Definition in file tree.hpp.