ql/stochasticprocess.hpp File Reference


Detailed Description

stochastic processes

#include <ql/time/date.hpp>
#include <ql/patterns/observable.hpp>
#include <ql/math/matrix.hpp>

Include dependency graph for stochasticprocess.hpp:


Namespaces

namespace  QuantLib

Classes

class  StochasticProcess
 multi-dimensional stochastic process class. More...
class  StochasticProcess::discretization
 discretization of a stochastic process over a given time interval More...
class  StochasticProcess1D
 1-dimensional stochastic process More...
class  StochasticProcess1D::discretization
 discretization of a 1-D stochastic process More...