ql/processes/merton76process.hpp File Reference

Merton-76 process. More...

#include <ql/processes/blackscholesprocess.hpp>
#include <ql/processes/eulerdiscretization.hpp>
Include dependency graph for merton76process.hpp:

Classes

class  Merton76Process
 Merton-76 jump-diffusion process. More...

Detailed Description

Merton-76 process.