lattice2d.hpp File Reference

Two-dimensional lattice class. More...

#include <ql/math/matrix.hpp>
#include <ql/methods/lattices/lattice.hpp>
#include <ql/methods/lattices/trinomialtree.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	TreeLattice2D< Impl, T >
	Two-dimensional tree-based lattice. More...

Namespaces
namespace	QuantLib

Detailed Description

Two-dimensional lattice class.

Definition in file lattice2d.hpp.