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stochasticprocess.hpp
Langue: en
Version: 158535 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/stochasticprocess.hpp - stochastic processesSYNOPSIS
#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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