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 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 ext::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 |