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trinomialtree.hpp File Reference

Trinomial tree class. More...

#include <ql/stochasticprocess.hpp>
#include <ql/Lattices/tree.hpp>
#include <ql/timegrid.hpp>
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class  QuantLib::TrinomialTree::Branching
class  QuantLib::TrinomialTree
 Recombining trinomial tree class. More...

Detailed Description

Trinomial tree class.

Definition in file trinomialtree.hpp.

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