ql/processes/geometricbrownianprocess.hpp File Reference
Detailed Description
Geometric Brownian-motion process.
#include <ql/stochasticprocess.hpp>
Include dependency graph for geometricbrownianprocess.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | GeometricBrownianMotionProcess |
Geometric brownian-motion process. More... |