25#ifndef quantlib_gbsm_risk_neutral_density_calculator_hpp
26#define quantlib_gbsm_risk_neutral_density_calculator_hpp
32 class GeneralizedBlackScholesProcess;
36 explicit GBSMRNDCalculator(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
43 const ext::shared_ptr<GeneralizedBlackScholesProcess>
process_;
Real cdf(Real s, Time t) const override
Real pdf(Real s, Time t) const override
Real invcdf(Real q, Time t) const override
const ext::shared_ptr< GeneralizedBlackScholesProcess > process_
Real Time
continuous quantity with 1-year units
ext::shared_ptr< YieldTermStructure > q
interface for a single asset risk neutral terminal density calculation
Maps shared_ptr to either the boost or std implementation.