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

Levy Flight, aka Pareto Type I, distribution. More...

#include <ql/types.hpp>
#include <ql/errors.hpp>
#include <random>

Go to the source code of this file.

Classes

class  LevyFlightDistribution
 Levy Flight distribution. More...
 
class  LevyFlightDistribution::param_type
 

Namespaces

namespace  QuantLib
 

Detailed Description

Levy Flight, aka Pareto Type I, distribution.

Definition in file levyflightdistribution.hpp.