ql/methods/lattices/trinomialtree.hpp File Reference
Detailed Description
Trinomial tree class.
#include <ql/stochasticprocess.hpp>
#include <ql/methods/lattices/tree.hpp>
#include <ql/timegrid.hpp>
Include dependency graph for trinomialtree.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | TrinomialTree |
Recombining trinomial tree class. More... |