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Sourcecode: quantlib version File versions

geometricbrownianprocess.hpp File Reference


Detailed Description

Geometric Brownian-motion process.

Definition in file geometricbrownianprocess.hpp.

#include <ql/stochasticprocess.hpp>

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Namespaces

namespace  QuantLib

Classes

class  QuantLib::GeometricBrownianMotionProcess
 Geometric brownian-motion process. More...


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