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... |