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Sourcecode: quantlib version File versions

trinomialtree.hpp File Reference

Detailed Description

Trinomial tree class.

Definition in file trinomialtree.hpp.

#include <ql/stochasticprocess.hpp>
#include <ql/Lattices/tree.hpp>

Go to the source code of this file.


namespace  QuantLib


class  QuantLib::TrinomialBranching
 Branching scheme for a trinomial node. More...
class  QuantLib::TrinomialTree
 Recombining trinomial tree class. More...

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