variancegammamodel.hpp File Reference

Variance Gamma model. More...

#include <ql/models/model.hpp>
#include <ql/experimental/variancegamma/variancegammaprocess.hpp>

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Classes
class	VarianceGammaModel
	Variance Gamma model. More...

Namespaces
namespace	QuantLib

Detailed Description

Variance Gamma model.

Definition in file variancegammamodel.hpp.