lattice.hpp File Reference

Tree-based lattice-method class. More...

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

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

Namespaces
namespace	QuantLib

Detailed Description

Tree-based lattice-method class.

Definition in file lattice.hpp.