latticerules.hpp File Reference

#include <ql/types.hpp>
#include <vector>

Go to the source code of this file.

Classes
class	LatticeRule

Namespaces
namespace	QuantLib

Detailed Description

Cools, Kuo, Nuyens (SIAM J. Sci. Comp., 2006)

Definition in file latticerules.hpp.