ql/methods/lattices/tflattice.hpp File Reference


Detailed Description

Binomial Tsiveriotis-Fernandes tree model.

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

Include dependency graph for tflattice.hpp:


Namespaces

namespace  QuantLib

Classes

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