QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
ExtendedCoxRossRubinstein Member List

This is the complete list of members for ExtendedCoxRossRubinstein, including all inherited members.

Branches enum name (defined in ExtendedBinomialTree< ExtendedCoxRossRubinstein >)ExtendedBinomialTree< ExtendedCoxRossRubinstein >
branches enum value (defined in ExtendedBinomialTree< ExtendedCoxRossRubinstein >)ExtendedBinomialTree< ExtendedCoxRossRubinstein >
columns() const (defined in Tree< ExtendedCoxRossRubinstein >)Tree< ExtendedCoxRossRubinstein >
CuriouslyRecurringTemplate() (defined in CuriouslyRecurringTemplate< ExtendedCoxRossRubinstein >)CuriouslyRecurringTemplate< ExtendedCoxRossRubinstein >protected
descendant(Size, Size index, Size branch) const (defined in ExtendedBinomialTree< ExtendedCoxRossRubinstein >)ExtendedBinomialTree< ExtendedCoxRossRubinstein >
driftStep(Time driftTime) const (defined in ExtendedBinomialTree< ExtendedCoxRossRubinstein >)ExtendedBinomialTree< ExtendedCoxRossRubinstein >protected
dt_ (defined in ExtendedBinomialTree< ExtendedCoxRossRubinstein >)ExtendedBinomialTree< ExtendedCoxRossRubinstein >protected
dx_ (defined in ExtendedEqualJumpsBinomialTree< ExtendedCoxRossRubinstein >)ExtendedEqualJumpsBinomialTree< ExtendedCoxRossRubinstein >protected
dxStep(Time stepTime) const (defined in ExtendedCoxRossRubinstein)ExtendedCoxRossRubinsteinprotectedvirtual
ExtendedBinomialTree(const ext::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) (defined in ExtendedBinomialTree< ExtendedCoxRossRubinstein >)ExtendedBinomialTree< ExtendedCoxRossRubinstein >
ExtendedCoxRossRubinstein(const ext::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike) (defined in ExtendedCoxRossRubinstein)ExtendedCoxRossRubinstein
ExtendedEqualJumpsBinomialTree(const ext::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) (defined in ExtendedEqualJumpsBinomialTree< ExtendedCoxRossRubinstein >)ExtendedEqualJumpsBinomialTree< ExtendedCoxRossRubinstein >
impl() (defined in CuriouslyRecurringTemplate< ExtendedCoxRossRubinstein >)CuriouslyRecurringTemplate< ExtendedCoxRossRubinstein >protected
impl() const (defined in CuriouslyRecurringTemplate< ExtendedCoxRossRubinstein >)CuriouslyRecurringTemplate< ExtendedCoxRossRubinstein >protected
pd_ (defined in ExtendedEqualJumpsBinomialTree< ExtendedCoxRossRubinstein >)ExtendedEqualJumpsBinomialTree< ExtendedCoxRossRubinstein >protected
probability(Size i, Size, Size branch) const (defined in ExtendedEqualJumpsBinomialTree< ExtendedCoxRossRubinstein >)ExtendedEqualJumpsBinomialTree< ExtendedCoxRossRubinstein >
probUp(Time stepTime) const (defined in ExtendedCoxRossRubinstein)ExtendedCoxRossRubinsteinprotectedvirtual
pu_ (defined in ExtendedEqualJumpsBinomialTree< ExtendedCoxRossRubinstein >)ExtendedEqualJumpsBinomialTree< ExtendedCoxRossRubinstein >protected
size(Size i) const (defined in ExtendedBinomialTree< ExtendedCoxRossRubinstein >)ExtendedBinomialTree< ExtendedCoxRossRubinstein >
Tree(Size columns) (defined in Tree< ExtendedCoxRossRubinstein >)Tree< ExtendedCoxRossRubinstein >explicit
treeProcess_ (defined in ExtendedBinomialTree< ExtendedCoxRossRubinstein >)ExtendedBinomialTree< ExtendedCoxRossRubinstein >protected
underlying(Size i, Size index) const (defined in ExtendedEqualJumpsBinomialTree< ExtendedCoxRossRubinstein >)ExtendedEqualJumpsBinomialTree< ExtendedCoxRossRubinstein >
x0_ (defined in ExtendedBinomialTree< ExtendedCoxRossRubinstein >)ExtendedBinomialTree< ExtendedCoxRossRubinstein >protected
~CuriouslyRecurringTemplate() (defined in CuriouslyRecurringTemplate< ExtendedCoxRossRubinstein >)CuriouslyRecurringTemplate< ExtendedCoxRossRubinstein >protected
~ExtendedEqualJumpsBinomialTree() (defined in ExtendedEqualJumpsBinomialTree< ExtendedCoxRossRubinstein >)ExtendedEqualJumpsBinomialTree< ExtendedCoxRossRubinstein >virtual