eulerdiscretization.hpp

Langue: en

Autres versions - même langue

Version: 166747 (fedora - 05/07/09)

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

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