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Sourcecode: quantlib version File versions

stochasticprocess.hpp File Reference


Detailed Description

stochastic processes

Definition in file stochasticprocess.hpp.

#include <ql/date.hpp>
#include <ql/Patterns/observable.hpp>
#include <ql/Math/matrix.hpp>

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Namespaces

namespace  QuantLib

Classes

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


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