bsmlattice.hpp File Reference

Binomial trees under the BSM model. More...

#include <ql/methods/lattices/binomialtree.hpp>
#include <ql/methods/lattices/lattice1d.hpp>

Go to the source code of this file.

Classes
class	BlackScholesLattice< T >
	Simple binomial lattice approximating the Black-Scholes model. More...

Namespaces
namespace	QuantLib

Detailed Description

Binomial trees under the BSM model.

Definition in file bsmlattice.hpp.