Sample code for building a binomial/trinomial tree

Posted by Richard Fu on Jun 02, 2017; 1:29pm
URL: http://quantlib.414.s1.nabble.com/Sample-code-for-building-a-binomial-trinomial-tree-tp18327.html

Hi,

 

I wonder if anyone has sample code that instantiates StochasticProccess1D and builds binomial or trinomial trees?  Thanks!

 

 

Richard

 

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