ql/methods/lattices/trinomialtree.hpp File Reference
Detailed Description
Trinomial tree class.
#include <ql/methods/lattices/tree.hpp>
#include <ql/timegrid.hpp>
Include dependency graph for trinomialtree.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | TrinomialTree |
| Recombining trinomial tree class. More... | |