tflattice.hpp

Langue: en

Autres versions - même langue

Version: 165137 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/methods/lattices/tflattice.hpp - Binomial Tsiveriotis-Fernandes tree model.

SYNOPSIS


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