squarerootprocess.hpp

Langue: en

Autres versions - même langue

Version: 373919 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/processes/squarerootprocess.hpp -

square-root process

SYNOPSIS


#include <ql/stochasticprocess.hpp>
#include <ql/processes/eulerdiscretization.hpp>

Classes


class SquareRootProcess
Square-root process class.

Detailed Description

square-root process

Author

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