forwardmeasureprocess.hpp

Langue: en

Autres versions - même langue

Version: 382128 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/processes/forwardmeasureprocess.hpp -

forward-measure stochastic processes

SYNOPSIS


#include <ql/stochasticprocess.hpp>

Classes


class ForwardMeasureProcess
forward-measure stochastic process
class ForwardMeasureProcess1D
forward-measure 1-D stochastic process

Detailed Description

forward-measure stochastic processes

Author

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