BlackScholesProcess Class Reference
[Stochastic processes]
#include <ql/processes/blackscholesprocess.hpp>
Inheritance diagram for BlackScholesProcess:

Detailed Description
Black-Scholes (1973) stochastic process.This class describes the stochastic process for a stock given by
- Examples:
Public Member Functions | |
BlackScholesProcess (const Handle< Quote > &x0, const Handle< YieldTermStructure > &riskFreeTS, const Handle< BlackVolTermStructure > &blackVolTS, const boost::shared_ptr< discretization > &d=boost::shared_ptr< discretization >(new EulerDiscretization)) |