QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
CoxRossRubinstein Member List

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

BinomialTree(const ext::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) (defined in BinomialTree< CoxRossRubinstein >)BinomialTree< CoxRossRubinstein >
Branches enum name (defined in BinomialTree< CoxRossRubinstein >)BinomialTree< CoxRossRubinstein >
branches enum value (defined in BinomialTree< CoxRossRubinstein >)BinomialTree< CoxRossRubinstein >
columns() const (defined in Tree< CoxRossRubinstein >)Tree< CoxRossRubinstein >
CoxRossRubinstein(const ext::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike) (defined in CoxRossRubinstein)CoxRossRubinstein
CuriouslyRecurringTemplate() (defined in CuriouslyRecurringTemplate< CoxRossRubinstein >)CuriouslyRecurringTemplate< CoxRossRubinstein >protected
descendant(Size, Size index, Size branch) const (defined in BinomialTree< CoxRossRubinstein >)BinomialTree< CoxRossRubinstein >
driftPerStep_ (defined in BinomialTree< CoxRossRubinstein >)BinomialTree< CoxRossRubinstein >protected
dt_ (defined in BinomialTree< CoxRossRubinstein >)BinomialTree< CoxRossRubinstein >protected
dx_ (defined in EqualJumpsBinomialTree< CoxRossRubinstein >)EqualJumpsBinomialTree< CoxRossRubinstein >protected
EqualJumpsBinomialTree(const ext::shared_ptr< StochasticProcess1D > &process, Time end, Size steps) (defined in EqualJumpsBinomialTree< CoxRossRubinstein >)EqualJumpsBinomialTree< CoxRossRubinstein >
impl() (defined in CuriouslyRecurringTemplate< CoxRossRubinstein >)CuriouslyRecurringTemplate< CoxRossRubinstein >protected
impl() const (defined in CuriouslyRecurringTemplate< CoxRossRubinstein >)CuriouslyRecurringTemplate< CoxRossRubinstein >protected
pd_ (defined in EqualJumpsBinomialTree< CoxRossRubinstein >)EqualJumpsBinomialTree< CoxRossRubinstein >protected
probability(Size, Size, Size branch) const (defined in EqualJumpsBinomialTree< CoxRossRubinstein >)EqualJumpsBinomialTree< CoxRossRubinstein >
pu_ (defined in EqualJumpsBinomialTree< CoxRossRubinstein >)EqualJumpsBinomialTree< CoxRossRubinstein >protected
size(Size i) const (defined in BinomialTree< CoxRossRubinstein >)BinomialTree< CoxRossRubinstein >
Tree(Size columns) (defined in Tree< CoxRossRubinstein >)Tree< CoxRossRubinstein >explicit
underlying(Size i, Size index) const (defined in EqualJumpsBinomialTree< CoxRossRubinstein >)EqualJumpsBinomialTree< CoxRossRubinstein >
x0_ (defined in BinomialTree< CoxRossRubinstein >)BinomialTree< CoxRossRubinstein >protected
~CuriouslyRecurringTemplate() (defined in CuriouslyRecurringTemplate< CoxRossRubinstein >)CuriouslyRecurringTemplate< CoxRossRubinstein >protected