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Sourcecode: quantlib version File versions

Real QuantLib::Merton76Process::evolve ( Real  change,
Real  currentValue 
) const [inline, virtual]

applies a change to the asset value. By default; it returns $ x + \Delta x $.

Reimplemented from QuantLib::StochasticProcess.

Definition at line 52 of file merton76process.hpp.

References QL_FAIL.

                                                          {
            QL_FAIL("not implemented");
        }


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