g2process.hpp

Langue: en

Autres versions - même langue

Version: 382162 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/processes/g2process.hpp -

G2 stochastic processes.

SYNOPSIS


#include <ql/processes/forwardmeasureprocess.hpp>
#include <ql/processes/ornsteinuhlenbeckprocess.hpp>

Classes


class G2Process
G2 stochastic process
class G2ForwardProcess
Forward G2 stochastic process

Detailed Description

G2 stochastic processes.

Author

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