Binomial trees under the BSM model. More...
#include <ql/methods/lattices/binomialtree.hpp>#include <ql/methods/lattices/lattice1d.hpp>
Classes | |
| class | BlackScholesLattice< T > |
| Simple binomial lattice approximating the Black-Scholes model. More... | |
Binomial trees under the BSM model.