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tflattice.hpp File Reference


Detailed Description

Binomial Tsiveriotis-Fernandes tree model.

Definition in file tflattice.hpp.

#include <ql/methods/lattices/bsmlattice.hpp>
#include <ql/pricingengines/hybrid/discretizedconvertible.hpp>

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Namespaces

namespace  QuantLib

Classes

class  QuantLib::TsiveriotisFernandesLattice< T >
 Binomial lattice approximating the Tsiveriotis-Fernandes model. More...


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