ql/methods/lattices/bsmlattice.hpp File Reference

Binomial trees under the BSM model. More...

#include <ql/methods/lattices/binomialtree.hpp>
#include <ql/methods/lattices/lattice1d.hpp>
Include dependency graph for bsmlattice.hpp:

Classes

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

Detailed Description

Binomial trees under the BSM model.