ql/Lattices/trinomialtree.hpp File Reference


Detailed Description

Trinomial tree class.

#include <ql/stochasticprocess.hpp>
#include <ql/Lattices/tree.hpp>
#include <ql/timegrid.hpp>

Include dependency graph for trinomialtree.hpp:


Namespaces

namespace  QuantLib

Classes

class  TrinomialTree
 Recombining trinomial tree class. More...

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