26#ifndef quantlib_bsm_risk_neutral_density_calculator_hpp
27#define quantlib_bsm_risk_neutral_density_calculator_hpp
33 class GeneralizedBlackScholesProcess;
37 explicit BSMRNDCalculator(ext::shared_ptr<GeneralizedBlackScholesProcess> process);
47 const ext::shared_ptr<GeneralizedBlackScholesProcess>
process_;
Real invcdf(Real q, Time t) const override
const ext::shared_ptr< GeneralizedBlackScholesProcess > process_
Real pdf(Real x, Time t) const override
Real cdf(Real x, Time t) const override
std::pair< Real, Volatility > distributionParams(Real x, Time t) const
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.