QuantLib: ql/methods/lattices/bsmlattice.hpp File Reference

### A free/open-source library for quantitative finance

# ql/methods/lattices/bsmlattice.hpp File Reference

## Detailed Description

Binomial trees under the BSM model.

`#include <ql/methods/lattices/binomialtree.hpp>`
`#include <ql/methods/lattices/lattice1d.hpp>`

Include dependency graph for bsmlattice.hpp:

## Namespaces
namespace | QuantLib
## Classes
class | BlackScholesLattice
| Simple binomial lattice approximating the Black-Scholes model. More...