lattice.hpp

Langue: en

Autres versions - même langue

Version: 372963 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/methods/lattices/lattice.hpp -

Tree-based lattice-method class.

SYNOPSIS


#include <ql/numericalmethod.hpp>
#include <ql/discretizedasset.hpp>
#include <ql/patterns/curiouslyrecurring.hpp>

Classes


class TreeLattice< Impl >
Tree-based lattice-method base class.

Detailed Description

Tree-based lattice-method class.

Author

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