ql/stochasticprocess.hpp File Reference
Detailed Description
stochastic processes
#include <ql/time/date.hpp>
#include <ql/patterns/observable.hpp>
#include <ql/math/matrix.hpp>
Include dependency graph for stochasticprocess.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | StochasticProcess |
| multi-dimensional stochastic process class. More... | |
| class | StochasticProcess::discretization |
| discretization of a stochastic process over a given time interval More... | |
| class | StochasticProcess1D |
| 1-dimensional stochastic process More... | |
| class | StochasticProcess1D::discretization |
| discretization of a 1-D stochastic process More... | |