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bsmlattice.hpp
Langue: en
Version: 382531 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/methods/lattices/bsmlattice.hpp -Binomial trees under the BSM model.
SYNOPSIS
#include <ql/methods/lattices/binomialtree.hpp>
#include <ql/methods/lattices/lattice1d.hpp>
Classes
class BlackScholesLattice< T >
Simple binomial lattice approximating the Black-Scholes model.
Detailed Description
Binomial trees under the BSM model.
Author
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