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g2process.hpp
Langue: en
Version: 382162 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/processes/g2process.hpp -G2 stochastic processes.
SYNOPSIS
#include <ql/processes/forwardmeasureprocess.hpp>
#include <ql/processes/ornsteinuhlenbeckprocess.hpp>
Classes
class G2Process
G2 stochastic process
class G2ForwardProcess
Forward G2 stochastic process
Detailed Description
G2 stochastic processes.
Author
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