geometricbrownianprocess.hpp File Reference

Geometric Brownian-motion process. More...

#include <ql/stochasticprocess.hpp>

Go to the source code of this file.

Classes
class	GeometricBrownianMotionProcess
	Geometric brownian-motion process. More...

Namespaces
namespace	QuantLib

Detailed Description

Geometric Brownian-motion process.

Definition in file geometricbrownianprocess.hpp.