QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.12

TrinomialTree Member List

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

Branches enum name (defined in TrinomialTree) | TrinomialTree |
branches enum value (defined in TrinomialTree) | TrinomialTree |
branchings_ (defined in TrinomialTree) | TrinomialTree | protected
columns() const (defined in Tree< TrinomialTree >) | Tree< TrinomialTree > |
CuriouslyRecurringTemplate() (defined in CuriouslyRecurringTemplate< TrinomialTree >) | CuriouslyRecurringTemplate< TrinomialTree > | protected
descendant(Size i, Size index, Size branch) const (defined in TrinomialTree) | TrinomialTree |
dx(Size i) const (defined in TrinomialTree) | TrinomialTree |
dx_ (defined in TrinomialTree) | TrinomialTree | protected
impl() (defined in CuriouslyRecurringTemplate< TrinomialTree >) | CuriouslyRecurringTemplate< TrinomialTree > | protected
impl() const (defined in CuriouslyRecurringTemplate< TrinomialTree >) | CuriouslyRecurringTemplate< TrinomialTree > | protected
probability(Size i, Size index, Size branch) const (defined in TrinomialTree) | TrinomialTree |
size(Size i) const (defined in TrinomialTree) | TrinomialTree |
timeGrid() const (defined in TrinomialTree) | TrinomialTree |
timeGrid_ (defined in TrinomialTree) | TrinomialTree | protected
Tree(Size columns) (defined in Tree< TrinomialTree >) | Tree< TrinomialTree > | explicit
TrinomialTree(const boost::shared_ptr< StochasticProcess1D > &process, const TimeGrid &timeGrid, bool isPositive=false) (defined in TrinomialTree) | TrinomialTree |
underlying(Size i, Size index) const (defined in TrinomialTree) | TrinomialTree |
x0_ (defined in TrinomialTree) | TrinomialTree | protected
~CuriouslyRecurringTemplate() (defined in CuriouslyRecurringTemplate< TrinomialTree >) | CuriouslyRecurringTemplate< TrinomialTree > | protected