QuantLib: ql/methods/lattices/tflattice.hpp File Reference

### A free/open-source library for quantitative finance

# 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...