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 |
| Simple binomial lattice approximating the Black-Scholes model. More... | |
Detailed Description
Binomial trees under the BSM model.