ql/processes/squarerootprocess.hpp File Reference


Detailed Description

square-root process

#include <ql/stochasticprocess.hpp>
#include <ql/processes/eulerdiscretization.hpp>

Include dependency graph for squarerootprocess.hpp:


Namespaces

namespace  QuantLib

Classes

class  SquareRootProcess
 Square-root process class. More...