Re: [Quantlib-dev] Sample code for building a binomial/trinomial tree

[Luigi B. <lui...@gm...>]

Hello Richard,
    the code for binomial and trinomial trees is in the
`ql/methods/lattices` folder.  For an example of code instantiating a
binomial tree, you can look at the BinomialVanillaEngine class in
`ql/pricingengines/vanilla/binomialengine.hpp`.  For a trinomial tree, you
can look at any of the models in `ql/models/shortrate`.

Luigi


On Fri, Jun 2, 2017 at 3:48 PM Richard Fu <RF...@fi...> wrote:

> Hi,
>
>
>
> I wonder if anyone has sample code that instantiates StochasticProccess1D
> and builds binomial or trinomial trees?  Thanks!
>
>
>
>
>
> *Richard *
>
>
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