QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Files | |
file | normalclvmodel.cpp [code] |
file | normalclvmodel.hpp [code] |
CLV model with a normally distributed kernel process. | |
file | squarerootclvmodel.cpp [code] |
CLV model with a square root kernel process. | |
file | squarerootclvmodel.hpp [code] |
CLV model with a square root kernel process. | |