|
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
|
Trinomial tree class. More...
Go to the source code of this file.
Classes | |
| class | TrinomialTree |
| Recombining trinomial tree class. More... | |
| class | TrinomialTree::Branching |
Namespaces | |
| namespace | QuantLib |
Trinomial tree class.
Definition in file trinomialtree.hpp.