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Real QuantLib::GeneralizedBlackScholesProcess::apply ( Real  x0,
Real  dx 
) const [virtual, inherited]

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

Reimplemented from QuantLib::StochasticProcess1D.

Definition at line 65 of file blackscholesprocess.cpp.

Referenced by QuantLib::GeneralizedBlackScholesProcess::evolve(), and QuantLib::ExtendedBlackScholesMertonProcess::evolve().

                                                                     {
        return x0 * std::exp(dx);
    }

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