ql/processes/geometricbrownianprocess.hpp File Reference
Geometric Brownian-motion process. More...
#include <ql/stochasticprocess.hpp>
Include dependency graph for geometricbrownianprocess.hpp:

Classes | |
class | GeometricBrownianMotionProcess |
Geometric brownian-motion process. More... |
Detailed Description
Geometric Brownian-motion process.