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stochasticprocessarray.hpp
Langue: en
Version: 151695 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/processes/stochasticprocessarray.hpp - Array of correlated 1-D stochastic processes.SYNOPSIS
#include <ql/stochasticprocess.hpp>
#include <vector>
Classes
class StochasticProcessArray
Array of correlated 1-D stochastic processes
Detailed Description
Array of correlated 1-D stochastic processes.
Author
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