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.