BlackScholesProcess Class Reference#include <ql/Processes/blackscholesprocess.hpp>
Inheritance diagram for BlackScholesProcess:
[legend]List of all members.
Detailed Description
Black-Scholes stochastic process.
This class describes the stochastic process governed by
Member Function Documentation
Real evolve |
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Real |
change, |
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Real |
currentValue |
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const [virtual] |
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applies a change to the asset value. By default; it returns .
Reimplemented from StochasticProcess. |
Time time |
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const Date & |
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const [virtual] |
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returns the time value corresponding to the given date in the reference system of the stochastic process.
- Note:
- As a number of processes might not need this functionality, a default implementation is given which raises an exception.
Reimplemented from StochasticProcess. |
void update |
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[virtual] |
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This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
Reimplemented from StochasticProcess. |
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