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lattice2d.hpp
Langue: en
Version: 379817 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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