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Introduce Tree Framwork#102

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AlessandroGnoatto wants to merge 4 commits intofinmath:mainfrom
AlessandroGnoatto:master
Open

Introduce Tree Framwork#102
AlessandroGnoatto wants to merge 4 commits intofinmath:mainfrom
AlessandroGnoatto:master

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What is this PR for?

Introduce a tree framework for finmath (only equity models for the moment)

What type of PR is it?

New functionality

Todos

Remove this line and add todos if necessary. Otherwise put N/A here.

  • Write a concrete class for some path dependent option

What is the related issue?

Lack of tree models in finmath

How should this be tested?

against Black Scholes for Europeans

Screenshots

Questions:

Does the licenses files need update?

No

Are there breaking changes for older versions?

No

Does the change require additional documentation?

No

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