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lattice.hpp File Reference


Detailed Description

Tree-based lattice-method class.

Definition in file lattice.hpp.

#include <ql/numericalmethod.hpp>
#include <ql/discretizedasset.hpp>
#include <ql/patterns/curiouslyrecurring.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::TreeLattice< Impl >
 Tree-based lattice-method base class. More...


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