QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
squarerootprocess.hpp File Reference

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.