ql/Processes/merton76process.hpp File Reference


Detailed Description

Merton-76 process.

#include <ql/Processes/blackscholesprocess.hpp>
#include <ql/Processes/eulerdiscretization.hpp>

Include dependency graph for merton76process.hpp:


Namespaces

namespace  QuantLib

Classes

class  Merton76Process
 Merton-76 jump-diffusion process. More...

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