extouwithjumpsprocess.hpp File Reference

Ornstein Uhlenbeck process plus exp jumps (Kluge Model) More...

#include <ql/stochasticprocess.hpp>
#include <ql/math/distributions/normaldistribution.hpp>

Go to the source code of this file.

Classes
class	ExtOUWithJumpsProcess

Namespaces
namespace	QuantLib

Detailed Description

Ornstein Uhlenbeck process plus exp jumps (Kluge Model)

Definition in file extouwithjumpsprocess.hpp.