ql/processes/merton76process.hpp File Reference
Detailed Description
Merton-76 process.
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/processes/eulerdiscretization.hpp>
Include dependency graph for merton76process.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | Merton76Process |
Merton-76 jump-diffusion process. More... |