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Sourcecode: quantlib version File versions

tree.hpp File Reference


Detailed Description

Tree class.

Definition in file tree.hpp.

#include <ql/types.hpp>
#include <ql/Patterns/curiouslyrecurring.hpp>

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Namespaces

namespace  QuantLib

Classes

class  QuantLib::Tree< T >
 Tree approximating a single-factor diffusion More...


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