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...