ql/ShortRateModels/OneFactorModels/blackkarasinski.cpp File Reference


Detailed Description

Black-Karasinski model.

#include "ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp"
#include "ql/Lattices/trinomialtree.hpp"
#include "ql/Solvers1D/brent.hpp"

Include dependency graph for blackkarasinski.cpp:

Include dependency graph

Namespaces

namespace  QuantLib
namespace  QuantLib::ShortRateModels

QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen