tflattice.hpp File Reference

Binomial Tsiveriotis-Fernandes tree model. More...

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

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

Namespaces
namespace	QuantExt

Detailed Description

Binomial Tsiveriotis-Fernandes tree model.

Definition in file tflattice.hpp.