25#ifndef quantlib_cev_rnd_calculator_hpp
26#define quantlib_cev_rnd_calculator_hpp
constant elasticity of variance process (absorbing boundary at f=0)
Real pdf(Real f, Time t) const override
Real massAtZero(Time t) const
Real invcdf(Real q, Time t) const override
Real cdf(Real f, Time t) const override
Real sankaranApprox(Real f, Time t, Real x) const
Real Time
continuous quantity with 1-year units
ext::shared_ptr< YieldTermStructure > q
interface for a single asset risk neutral terminal density calculation