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tflattice.hpp
Langue: en
Version: 380201 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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