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ornsteinuhlenbeckprocess.hpp
Langue: en
Version: 373192 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/processes/ornsteinuhlenbeckprocess.hpp -Ornstein-Uhlenbeck process.
SYNOPSIS
#include <ql/stochasticprocess.hpp>
Classes
class OrnsteinUhlenbeckProcess
Ornstein-Uhlenbeck process class.
Detailed Description
Ornstein-Uhlenbeck process.
Author
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