ql/methods/lattices/lattice.hpp File Reference


Detailed Description

Tree-based lattice-method class.

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

Include dependency graph for lattice.hpp:


Namespaces

namespace  QuantLib

Classes

class  TreeLattice
 Tree-based lattice-method base class. More...