ql/experimental/convertiblebonds/tflattice.hpp File Reference

Binomial Tsiveriotis-Fernandes tree model. More...

#include <ql/methods/lattices/bsmlattice.hpp>
#include <ql/experimental/convertiblebonds/discretizedconvertible.hpp>

Include dependency graph for tflattice.hpp:


Classes

class  TsiveriotisFernandesLattice
 Binomial lattice approximating the Tsiveriotis-Fernandes model. More...

Detailed Description

Binomial Tsiveriotis-Fernandes tree model.