trinomialtree.hpp

Langue: en

Autres versions - même langue

Version: 376711 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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