QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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models Directory Reference

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.