A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
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This is the complete list of members for Tian, including all inherited members.
| BinomialTree(const ext::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) (defined in BinomialTree< Tian >) | BinomialTree< Tian > | |
| Branches enum name (defined in BinomialTree< Tian >) | BinomialTree< Tian > | |
| branches enum value (defined in BinomialTree< Tian >) | BinomialTree< Tian > | |
| columns() const (defined in Tree< Tian >) | Tree< Tian > | |
| CuriouslyRecurringTemplate() (defined in CuriouslyRecurringTemplate< Tian >) | CuriouslyRecurringTemplate< Tian > | protected |
| descendant(Size, Size index, Size branch) const (defined in BinomialTree< Tian >) | BinomialTree< Tian > | |
| down_ (defined in Tian) | Tian | protected |
| driftPerStep_ (defined in BinomialTree< Tian >) | BinomialTree< Tian > | protected |
| dt_ (defined in BinomialTree< Tian >) | BinomialTree< Tian > | protected |
| impl() (defined in CuriouslyRecurringTemplate< Tian >) | CuriouslyRecurringTemplate< Tian > | protected |
| impl() const (defined in CuriouslyRecurringTemplate< Tian >) | CuriouslyRecurringTemplate< Tian > | protected |
| pd_ (defined in Tian) | Tian | protected |
| probability(Size, Size, Size branch) const (defined in Tian) | Tian | |
| pu_ (defined in Tian) | Tian | protected |
| size(Size i) const (defined in BinomialTree< Tian >) | BinomialTree< Tian > | |
| Tian(const ext::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike) (defined in Tian) | Tian | |
| Tree(Size columns) (defined in Tree< Tian >) | Tree< Tian > | explicit |
| underlying(Size i, Size index) const (defined in Tian) | Tian | |
| up_ (defined in Tian) | Tian | protected |
| x0_ (defined in BinomialTree< Tian >) | BinomialTree< Tian > | protected |
| ~CuriouslyRecurringTemplate() (defined in CuriouslyRecurringTemplate< Tian >) | CuriouslyRecurringTemplate< Tian > | protected |