25#ifndef quantlib_gbsm_risk_neutral_density_calculator_hpp
26#define quantlib_gbsm_risk_neutral_density_calculator_hpp
28#include <ql/methods/finitedifferences/utilities/riskneutraldensitycalculator.hpp>
29#include <ql/shared_ptr.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