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tflattice.hpp File Reference

Binomial Tsiveriotis-Fernandes tree model. More...

#include <ql/methods/lattices/bsmlattice.hpp>
#include <ql/experimental/convertiblebonds/discretizedconvertible.hpp>
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class  QuantLib::TsiveriotisFernandesLattice< T >
 Binomial lattice approximating the Tsiveriotis-Fernandes model. More...


namespace  QuantLib

Detailed Description

Binomial Tsiveriotis-Fernandes tree model.

Definition in file tflattice.hpp.

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