QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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ExtendedJoshi4 Member List

This is the complete list of members for ExtendedJoshi4, including all inherited members.

Branches enum nameExtendedBinomialTree< ExtendedJoshi4 >
branches enum valueExtendedBinomialTree< ExtendedJoshi4 >
columns() constTree< T >
columns_Tree< T >private
computeUpProb(Real k, Real dj) constExtendedJoshi4protected
CuriouslyRecurringTemplate()=defaultCuriouslyRecurringTemplate< T >protected
descendant(Size, Size index, Size branch) constExtendedBinomialTree< ExtendedJoshi4 >
down_ExtendedJoshi4protected
driftStep(Time driftTime) constExtendedBinomialTree< ExtendedJoshi4 >protected
dt_ExtendedBinomialTree< ExtendedJoshi4 >protected
end_ExtendedJoshi4protected
ExtendedBinomialTree(const ext::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)ExtendedBinomialTree< ExtendedJoshi4 >
ExtendedJoshi4(const ext::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike)ExtendedJoshi4
impl()CuriouslyRecurringTemplate< T >protected
impl() constCuriouslyRecurringTemplate< T >protected
oddSteps_ExtendedJoshi4protected
pd_ExtendedJoshi4protected
probability(Size, Size, Size branch) constExtendedJoshi4
pu_ExtendedJoshi4protected
size(Size i) constExtendedBinomialTree< ExtendedJoshi4 >
strike_ExtendedJoshi4protected
Tree(Size columns)Tree< T >explicit
treeProcess_ExtendedBinomialTree< ExtendedJoshi4 >protected
underlying(Size i, Size index) constExtendedJoshi4
up_ExtendedJoshi4protected
x0_ExtendedBinomialTree< ExtendedJoshi4 >protected
~CuriouslyRecurringTemplate()=defaultCuriouslyRecurringTemplate< T >protected