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squarerootprocess.hpp
Langue: en
Version: 373919 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/processes/squarerootprocess.hpp -square-root process
SYNOPSIS
#include <ql/stochasticprocess.hpp>
#include <ql/processes/eulerdiscretization.hpp>
Classes
class SquareRootProcess
Square-root process class.
Detailed Description
square-root process
Author
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