stochasticprocess.hpp

Langue: en

Autres versions - même langue

Version: 376901 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/stochasticprocess.hpp -

stochastic processes

SYNOPSIS


#include <ql/time/date.hpp>
#include <ql/patterns/observable.hpp>
#include <ql/math/matrix.hpp>

Classes


class StochasticProcess
multi-dimensional stochastic process class.
class StochasticProcess::discretization
discretization of a stochastic process over a given time interval
class StochasticProcess1D
1-dimensional stochastic process
class StochasticProcess1D::discretization
discretization of a 1-D stochastic process

Detailed Description

stochastic processes

Author

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