ql/Processes/merton76process.hpp File Reference
Detailed Description
Merton-76 process.
#include <ql/Processes/blackscholesprocess.hpp>
#include <ql/Processes/eulerdiscretization.hpp>
Include dependency graph for merton76process.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | Merton76Process |
| Merton-76 jump-diffusion process. More... | |