A free/open-source library for quantitative finance
Version 1.3
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QuantLib
ExtendedBinomialTree
ExtendedBinomialTree< T > Member List
This is the complete list of members for
ExtendedBinomialTree< T >
, including all inherited members.
Branches
enum name (defined in
ExtendedBinomialTree< T >
)
ExtendedBinomialTree< T >
branches
enum value (defined in
ExtendedBinomialTree< T >
)
ExtendedBinomialTree< T >
columns
() const (defined in
Tree< T >
)
Tree< T >
CuriouslyRecurringTemplate
() (defined in
CuriouslyRecurringTemplate< T >
)
CuriouslyRecurringTemplate< T >
protected
descendant
(Size, Size index, Size branch) const (defined in
ExtendedBinomialTree< T >
)
ExtendedBinomialTree< T >
driftPerStep_
(defined in
ExtendedBinomialTree< T >
)
ExtendedBinomialTree< T >
protected
driftStep
(Time driftTime) const (defined in
ExtendedBinomialTree< T >
)
ExtendedBinomialTree< T >
protected
dt_
(defined in
ExtendedBinomialTree< T >
)
ExtendedBinomialTree< T >
protected
ExtendedBinomialTree
(const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) (defined in
ExtendedBinomialTree< T >
)
ExtendedBinomialTree< T >
impl
() (defined in
CuriouslyRecurringTemplate< T >
)
CuriouslyRecurringTemplate< T >
protected
impl
() const (defined in
CuriouslyRecurringTemplate< T >
)
CuriouslyRecurringTemplate< T >
protected
size
(Size i) const (defined in
ExtendedBinomialTree< T >
)
ExtendedBinomialTree< T >
Tree
(Size columns) (defined in
Tree< T >
)
Tree< T >
treeProcess_
(defined in
ExtendedBinomialTree< T >
)
ExtendedBinomialTree< T >
protected
x0_
(defined in
ExtendedBinomialTree< T >
)
ExtendedBinomialTree< T >
protected
~CuriouslyRecurringTemplate
() (defined in
CuriouslyRecurringTemplate< T >
)
CuriouslyRecurringTemplate< T >
protected