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bsmlattice.hpp File Reference

Detailed Description

Binomial trees under the BSM model.

Definition in file bsmlattice.hpp.

#include <ql/Lattices/binomialtree.hpp>
#include <ql/Lattices/lattice1d.hpp>

Go to the source code of this file.


namespace  QuantLib


class  QuantLib::BlackScholesLattice< T >
 Simple binomial lattice approximating the Black-Scholes model. More...

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