ql/methods/lattices/lattice2d.hpp File Reference


Detailed Description

Two-dimensional lattice class.

#include <ql/methods/lattices/lattice.hpp>
#include <ql/methods/lattices/trinomialtree.hpp>
#include <ql/math/matrix.hpp>

Include dependency graph for lattice2d.hpp:


Namespaces

namespace  QuantLib

Classes

class  TreeLattice2D
 Two-dimensional tree-based lattice. More...