QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Trigeorgis Member List

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

BinomialTree(const ext::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)BinomialTree< T >
Branches enum nameBinomialTree< T >
branches enum valueBinomialTree< T >
columns() constTree< T >
columns_Tree< T >private
CuriouslyRecurringTemplate()=defaultCuriouslyRecurringTemplate< T >protected
descendant(Size, Size index, Size branch) constBinomialTree< T >
driftPerStep_BinomialTree< T >protected
dt_BinomialTree< T >protected
dx_EqualJumpsBinomialTree< Trigeorgis >protected
EqualJumpsBinomialTree(const ext::shared_ptr< StochasticProcess1D > &process, Time end, Size steps)EqualJumpsBinomialTree< Trigeorgis >
impl()CuriouslyRecurringTemplate< T >protected
impl() constCuriouslyRecurringTemplate< T >protected
pd_EqualJumpsBinomialTree< Trigeorgis >protected
probability(Size, Size, Size branch) constEqualJumpsBinomialTree< Trigeorgis >
pu_EqualJumpsBinomialTree< Trigeorgis >protected
size(Size i) constBinomialTree< T >
Tree(Size columns)Tree< T >explicit
Trigeorgis(const ext::shared_ptr< StochasticProcess1D > &, Time end, Size steps, Real strike)Trigeorgis
underlying(Size i, Size index) constEqualJumpsBinomialTree< Trigeorgis >
x0_BinomialTree< T >protected
~CuriouslyRecurringTemplate()=defaultCuriouslyRecurringTemplate< T >protected