tflattice.hpp

Langue: en

Autres versions - même langue

Version: 380201 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/convertiblebonds/tflattice.hpp -

Binomial Tsiveriotis-Fernandes tree model.

SYNOPSIS


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

Classes


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

Detailed Description

Binomial Tsiveriotis-Fernandes tree model.

Author

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