QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Trinomial tree class. More...
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Classes | |
class | TrinomialTree |
Recombining trinomial tree class. More... | |
class | TrinomialTree::Branching |
Namespaces | |
namespace | QuantLib |
Trinomial tree class.
Definition in file trinomialtree.hpp.