tflattice.hpp File Reference

Binomial Tsiveriotis-Fernandes tree model. More...

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

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

Detailed Description

Binomial Tsiveriotis-Fernandes tree model.