stochasticprocessarray.hpp

Langue: en

Autres versions - même langue

Version: 373409 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/processes/stochasticprocessarray.hpp -

Array of correlated 1-D stochastic processes.

SYNOPSIS


#include <ql/stochasticprocess.hpp>
#include <vector>

Classes


class StochasticProcessArray
Array of correlated 1-D stochastic processes

Detailed Description

Array of correlated 1-D stochastic processes.

Author

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