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trinomialtree.hpp
Langue: en
Version: 376711 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/methods/lattices/trinomialtree.hpp -Trinomial tree class.
SYNOPSIS
#include <ql/methods/lattices/tree.hpp>
#include <ql/timegrid.hpp>
Classes
class TrinomialTree
Recombining trinomial tree class.
Detailed Description
Trinomial tree class.
Author
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