QuantLib: C:/dev/QuantLib/ql/processes/squarerootprocess.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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square-root process More...

#include <ql/stochasticprocess.hpp>
#include <ql/processes/eulerdiscretization.hpp>

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Classes
class	SquareRootProcess
	Square-root process class. More...

Namespaces
namespace	QuantLib

Detailed Description

square-root process

Definition in file squarerootprocess.hpp.