eulerdiscretization.hpp

Langue: en

Autres versions - même langue

Version: 381034 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/processes/eulerdiscretization.hpp -

Euler discretization for stochastic processes.

SYNOPSIS


#include <ql/stochasticprocess.hpp>

Classes


class EulerDiscretization
Euler discretization for stochastic processes.

Detailed Description

Euler discretization for stochastic processes.

Author

Generated automatically by Doxygen for QuantLib from the source code.