bsmlattice.hpp File Reference

Binomial trees under the BSM model. More...

Include dependency graph for bsmlattice.hpp:

Classes

class  BlackScholesLattice< T >
 Simple binomial lattice approximating the Black-Scholes model. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Binomial trees under the BSM model.