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endeulerdiscretization.hpp
Langue: en
Version: 373464 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/processes/endeulerdiscretization.hpp -Euler end-point discretization for stochastic processes.
SYNOPSIS
#include <ql/stochasticprocess.hpp>
Classes
class EndEulerDiscretization
Euler end-point discretization for stochastic processes.
Detailed Description
Euler end-point discretization for stochastic processes.
Author
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