ql/processes/blackscholesprocess.hpp File Reference


Detailed Description

Black-Scholes processes.

#include <ql/stochasticprocess.hpp>
#include <ql/processes/eulerdiscretization.hpp>
#include <ql/yieldtermstructure.hpp>
#include <ql/voltermstructure.hpp>
#include <ql/quote.hpp>

Include dependency graph for blackscholesprocess.hpp:


Namespaces

namespace  QuantLib

Classes

class  GeneralizedBlackScholesProcess
 Generalized Black-Scholes stochastic process. More...
class  BlackScholesProcess
 Black-Scholes (1973) stochastic process. More...
class  BlackScholesMertonProcess
 Merton (1973) extension to the Black-Scholes stochastic process. More...
class  BlackProcess
 Black (1976) stochastic process. More...
class  GarmanKohlagenProcess
 Garman-Kohlhagen (1983) stochastic process. More...