ExtendedTian Member List

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

Branches enum name (defined in ExtendedBinomialTree)ExtendedBinomialTree
branches enum value (defined in ExtendedBinomialTree)ExtendedBinomialTree
columns() const (defined in Tree)Tree
CuriouslyRecurringTemplate() (defined in CuriouslyRecurringTemplate< T >)CuriouslyRecurringTemplate< T > [protected]
descendant(Size, Size index, Size branch) const (defined in ExtendedBinomialTree)ExtendedBinomialTree
down_ (defined in ExtendedTian)ExtendedTian [protected]
driftPerStep_ (defined in ExtendedBinomialTree)ExtendedBinomialTree [protected]
driftStep(Time driftTime) const (defined in ExtendedBinomialTree)ExtendedBinomialTree [protected]
dt_ (defined in ExtendedBinomialTree)ExtendedBinomialTree [protected]
ExtendedBinomialTree(const boost::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) (defined in ExtendedBinomialTree)ExtendedBinomialTree
ExtendedTian(const boost::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike) (defined in ExtendedTian)ExtendedTian
impl() (defined in CuriouslyRecurringTemplate< T >)CuriouslyRecurringTemplate< T > [protected]
impl() const (defined in CuriouslyRecurringTemplate< T >)CuriouslyRecurringTemplate< T > [protected]
pd_ (defined in ExtendedTian)ExtendedTian [protected]
probability(Size, Size, Size branch) const (defined in ExtendedTian)ExtendedTian
pu_ (defined in ExtendedTian)ExtendedTian [protected]
size(Size i) const (defined in ExtendedBinomialTree)ExtendedBinomialTree
Tree(Size columns) (defined in Tree)Tree
treeProcess_ (defined in ExtendedBinomialTree)ExtendedBinomialTree [protected]
underlying(Size i, Size index) const (defined in ExtendedTian)ExtendedTian
up_ (defined in ExtendedTian)ExtendedTian [protected]
x0_ (defined in ExtendedBinomialTree)ExtendedBinomialTree [protected]
~CuriouslyRecurringTemplate() (defined in CuriouslyRecurringTemplate< T >)CuriouslyRecurringTemplate< T > [protected]