QuantLib: ql/methods/lattices Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

lattices Directory Reference

## Files
file | binomialtree.hpp
| Binomial tree class.
file | bsmlattice.hpp
| Binomial trees under the BSM model.
file | lattice.hpp
| Tree-based lattice-method class.
file | lattice1d.hpp
| One-dimensional lattice class.
file | lattice2d.hpp
| Two-dimensional lattice class.
file | tree.hpp
| Tree class.
file | trinomialtree.hpp
| Trinomial tree class.