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... |