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A free/open-source library for quantitative finance Reference manual - version 1.6

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ExtendedTrigeorgis Member List

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

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