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

Trinomial tree class. More...

#include <ql/methods/lattices/tree.hpp>
#include <ql/timegrid.hpp>

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Classes

class  TrinomialTree
 Recombining trinomial tree class. More...
 
class  TrinomialTree::Branching
 

Namespaces

namespace  QuantLib
 

Detailed Description

Trinomial tree class.

Definition in file trinomialtree.hpp.