endeulerdiscretization.hpp

Langue: en

Autres versions - même langue

Version: 373464 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/processes/endeulerdiscretization.hpp -

Euler end-point discretization for stochastic processes.

SYNOPSIS


#include <ql/stochasticprocess.hpp>

Classes


class EndEulerDiscretization
Euler end-point discretization for stochastic processes.

Detailed Description

Euler end-point discretization for stochastic processes.

Author

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