ornsteinuhlenbeckprocess.hpp

Langue: en

Autres versions - même langue

Version: 373192 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/processes/ornsteinuhlenbeckprocess.hpp -

Ornstein-Uhlenbeck process.

SYNOPSIS


#include <ql/stochasticprocess.hpp>

Classes


class OrnsteinUhlenbeckProcess
Ornstein-Uhlenbeck process class.

Detailed Description

Ornstein-Uhlenbeck process.

Author

Generated automatically by Doxygen for QuantLib from the source code.