binomial_option Member List

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

_alphaoption_pair [protected]
_Coption_pair [mutable, protected]
_C_implied_sigmaoption_pair [mutable, protected]
_calc_calloption_pair [mutable, protected]
_calc_putoption_pair [mutable, protected]
_call_gridbinomial_option [mutable, protected]
_Ccapbinomial_option [mutable, protected]
_d2C_dS2option_pair [mutable, protected]
_d2P_dS2option_pair [mutable, protected]
_dC_dSoption_pair [mutable, protected]
_dC_dsigmaoption_pair [mutable, protected]
_dC_dtauoption_pair [mutable, protected]
_dP_dSoption_pair [mutable, protected]
_dP_dsigmaoption_pair [mutable, protected]
_dP_dtauoption_pair [mutable, protected]
_dtbinomial_option [mutable, protected]
_ernobinomial_option [protected, static]
_error_msgbinomial_option [protected, static]
_exp_r_tbinomial_option [mutable, protected]
_input_call_priceoption_pair [mutable, protected]
_input_put_priceoption_pair [mutable, protected]
_Koption_pair [protected]
_mubinomial_option [mutable, protected]
_NumberIterationsbinomial_option [protected]
_Poption_pair [mutable, protected]
_P_implied_sigmaoption_pair [mutable, protected]
_put_gridbinomial_option [mutable, protected]
_roption_pair [protected]
_Soption_pair [protected]
_S_gridbinomial_option [mutable, protected]
_Scapbinomial_option [mutable, protected]
_sigmaoption_pair [protected]
_sigma_sqrt_taubinomial_option [mutable, protected]
_sqrt_taubinomial_option [mutable, protected]
_tauoption_pair [protected]
_ubinomial_option [mutable, protected]
_vbinomial_option [mutable, protected]
allocate_price_vectors() constbinomial_option [protected, virtual]
binomial_option(const binomial_option &rhs)binomial_option [inline]
binomial_option(double S=0, double K=0, double Tau=0, double Alpha=0, double R=0.05, double Sigma=0.2, int NumberIterations=100)binomial_option [inline]
C_sigma(double sigma)binomial_option
C_tau(double tau) (defined in binomial_option)binomial_option
call_implied_sigma(double call_price, bool show_iterations=false)binomial_option [virtual]
call_intrinsic_value(double S, double exp_alpha_r_t, double exp_r_t) constbinomial_option [inline, protected]
call_intrinsic_value() constbinomial_option [virtual]
check_attributes(double S, double K, double Tau, double Alpha, double R, double Sigma, int NumberIterations)binomial_option [static]
check_attributes(double S, double K, double Tau, double Alpha, double R, double Sigma) (defined in option_pair)option_pair [static]
deinit()binomial_option [inline]
get_alpha() constoption_pair [inline]
get_C() constoption_pair [inline]
get_C_implied_sigma() constoption_pair [inline]
get_calc_call() constoption_pair [inline]
get_calc_put() constoption_pair [inline]
get_call_grid() constbinomial_option [inline]
get_Ccap() constbinomial_option [inline]
get_class_name()binomial_option [inline, virtual]
get_d2C_dS2() constoption_pair [inline]
get_d2P_dS2() constoption_pair [inline]
get_dC_dS() constoption_pair [inline]
get_dC_dsigma() constoption_pair [inline]
get_dC_dtau() constoption_pair [inline]
get_dP_dS() constoption_pair [inline]
get_dP_dsigma() constoption_pair [inline]
get_dP_dtau() constoption_pair [inline]
get_dt() constbinomial_option [inline]
get_erno()binomial_option [inline, static]
get_error_msg()binomial_option [inline, static]
get_exp_r_t() constbinomial_option [inline]
get_grid_offset(int i, int j) const binomial_option [protected, virtual]
get_input_call_price() constoption_pair [inline]
get_input_put_price() constoption_pair [inline]
get_K() constoption_pair [inline]
get_max_j(int i) constbinomial_option [protected, virtual]
get_min_j(int i) constbinomial_option [protected, virtual]
get_mu() constbinomial_option [inline]
get_NumberIterations() constbinomial_option [inline]
get_P() constoption_pair [inline]
get_P_implied_sigma() constoption_pair [inline]
get_put_grid() constbinomial_option [inline]
get_r() constoption_pair [inline]
get_S() constoption_pair [inline]
get_S_grid() constbinomial_option [inline]
get_Scap() constbinomial_option [inline]
get_sigma() constoption_pair [inline]
get_sigma_sqrt_tau() constbinomial_option [inline]
get_sqrt_tau() constbinomial_option [inline]
get_tau() constoption_pair [inline]
get_u() constbinomial_option [inline]
get_v() constbinomial_option [inline]
init(const binomial_option &rhs)binomial_option [inline]
init(double S, double K, double Tau, double Alpha=0, double R=0.05, double Sigma=0.2, int NumberIterations=100)binomial_option [inline]
option_pair::init(const option_pair &rhs)option_pair [inline]
option_pair::init(double S, double K, double Tau, double Alpha=0, double R=0.05, double Sigma=0.2)option_pair [inline]
init_calc_derived_attributes() constbinomial_option [virtual]
init_simple_attributes(const binomial_option &rhs)binomial_option [inline]
option_pair::init_simple_attributes(const option_pair &rhs)option_pair [inline]
is_NA(const double &tst)option_pair [inline, static]
NAoption_pair [static]
operator<<(ostream &os, const option_pair &rhs)option_pair [friend]
operator=(const binomial_option &rhs)binomial_option [inline]
option_pair::operator=(const option_pair &rhs)option_pair [inline]
option_pair(const option_pair &rhs)option_pair [inline]
option_pair(double S=0, double K=0, double Tau=0, double Alpha=0, double R=0.05, double Sigma=0.2)option_pair [inline]
P_sigma(double sigma)binomial_option
P_tau(double tau) (defined in binomial_option)binomial_option
put_alpha(double Alpha)option_pair [inline]
put_implied_sigma(double call_price, bool show_iterations=false)binomial_option [virtual]
put_intrinsic_value(double S, double exp_alpha_r_t, double exp_r_t) constbinomial_option [inline, protected]
put_intrinsic_value() constbinomial_option [virtual]
put_K(double K)option_pair [inline]
put_NumberIterations(int NumberIterations)binomial_option [inline]
put_r(double R)option_pair [inline]
put_S(double S)option_pair [inline]
put_sigma(double Sigma)option_pair [inline]
put_tau(double Tau)option_pair [inline]
S(int i, int j) const binomial_option [protected, virtual]
set_call_immediate_exercise() constoption_pair
set_null()binomial_option [inline]
set_put_immediate_exercise() constoption_pair
solve_call_put() constbinomial_option [protected, virtual]
strictly_check_attributes(double S, double K, double Tau, double Alpha, double R, double Sigma, int NumberIterations)binomial_option [protected]
option_pair::strictly_check_attributes(double S, double K, double Tau, double Alpha, double R, double Sigma)option_pair [protected, static]
~binomial_option()binomial_option [inline, virtual]
~option_pair()option_pair [inline, virtual]

Generated on Fri Jan 7 12:36:19 2011 for public_options by  doxygen 1.5.1