QuantLib 0.3.8
Getting started
Reference manual
ql/Lattices/trinomialtree.hpp File Reference
Detailed Description
Trinomial tree class.
#include <ql/stochasticprocess.hpp>
#include <ql/Lattices/tree.hpp>
Include dependency graph for trinomialtree.hpp:
Namespaces | |
| namespace | QuantLib |
Classes | |
| class | TrinomialTree |
| Recombining trinomial tree class. More... | |
| class | TrinomialBranching |
| Branching scheme for a trinomial node. More... | |
