Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

Classes | Namespaces

variancegammamodel.hpp File Reference

Variance Gamma model. More...

#include <ql/models/model.hpp>
#include <ql/experimental/variancegamma/variancegammaprocess.hpp>
Include dependency graph for variancegammamodel.hpp:
This graph shows which files directly or indirectly include this file:

Go to the source code of this file.


class  QuantLib::VarianceGammaModel
 Variance Gamma model. More...


namespace  QuantLib

Detailed Description

Variance Gamma model.

Definition in file variancegammamodel.hpp.

Generated by  Doxygen 1.6.0   Back to index