blackscholesprocess.hpp File Reference

Black-Scholes processes. More...

#include <ql/stochasticprocess.hpp>
#include <ql/processes/eulerdiscretization.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/termstructures/volatility/equityfx/localvoltermstructure.hpp>
#include <ql/quote.hpp>

Go to the source code of this file.

Classes
class	GeneralizedBlackScholesProcess
	Generalized Black-Scholes stochastic process. More...
class	BlackScholesProcess
	Black-Scholes (1973) stochastic process. More...
class	BlackScholesMertonProcess
	Merton (1973) extension to the Black-Scholes stochastic process. More...
class	BlackProcess
	Black (1976) stochastic process. More...
class	GarmanKohlagenProcess
	Garman-Kohlhagen (1983) stochastic process. More...

Namespaces
namespace	QuantLib

Detailed Description

Black-Scholes processes.

Definition in file blackscholesprocess.hpp.