A free/open-source library for quantitative finance
Reference manual - version 1.6
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ql
methods
lattices
lattices Directory Reference
Files
file
binomialtree.hpp
Binomial tree class.
file
bsmlattice.hpp
Binomial trees under the BSM model.
file
lattice.hpp
Tree-based lattice-method class.
file
lattice1d.hpp
One-dimensional lattice class.
file
lattice2d.hpp
Two-dimensional lattice class.
file
tree.hpp
Tree class.
file
trinomialtree.hpp
Trinomial tree class.
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