lattice2d.hpp

Langue: en

Autres versions - même langue

Version: 164396 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/methods/lattices/lattice2d.hpp - Two-dimensional lattice class.

SYNOPSIS


#include <ql/methods/lattices/lattice.hpp>
#include <ql/methods/lattices/trinomialtree.hpp>
#include <ql/math/matrix.hpp>

Classes


class TreeLattice2D< Impl, T >
Two-dimensional tree-based lattice.

Detailed Description

Two-dimensional lattice class.

Author

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