QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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processes.docs
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1
2/*
3 Copyright (C) 2006 StatPro Italia srl
4
5 This file is part of QuantLib, a free-software/open-source library
6 for financial quantitative analysts and developers - http://quantlib.org/
7
8 QuantLib is free software: you can redistribute it and/or modify it
9 under the terms of the QuantLib license. You should have received a
10 copy of the license along with this program; if not, please email
11 <quantlib-dev@lists.sf.net>. The license is also available online at
12 <http://quantlib.org/license.shtml>.
13
14 This program is distributed in the hope that it will be useful, but WITHOUT
15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
16 FOR A PARTICULAR PURPOSE. See the license for more details.
17*/
18
19/*! \defgroup processes Stochastic processes
20
21 The classes <tt>QuantLib::StochasticProcess</tt> and
22 <tt>QuantLib::StochasticProcess1D</tt> provide the interface for a
23 generic stochastic process. A number of specific processes is
24 contained in the <tt>ql/processes</tt> directory.
25*/
26