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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/methods/lattices/tree.hpp>
#include <ql/timegrid.hpp>

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Namespaces

namespace  QuantLib

Classes

class  QuantLib::TrinomialTree
 Recombining trinomial tree class. More...
class  QuantLib::TrinomialTree::Branching


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