ql/methods/lattices/bsmlattice.hpp File Reference


Detailed Description

Binomial trees under the BSM model.

#include <ql/methods/lattices/binomialtree.hpp>
#include <ql/methods/lattices/lattice1d.hpp>

Include dependency graph for bsmlattice.hpp:


Namespaces

namespace  QuantLib

Classes

class  BlackScholesLattice
 Simple binomial lattice approximating the Black-Scholes model. More...