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lattice.hpp
Langue: en
Version: 372963 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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