stochasticprocess (3) - Linux Manuals

stochasticprocess: stochastic processes

NAME

ql/stochasticprocess.hpp - stochastic processes

SYNOPSIS

#include <ql/time/date.hpp>
#include <ql/patterns/observable.hpp>
#include <ql/math/matrix.hpp>

Classes

class StochasticProcess
multi-dimensional stochastic process class.
class discretization
discretization of a stochastic process over a given time interval
class StochasticProcess1D
1-dimensional stochastic process
class discretization
discretization of a 1-D stochastic process

Detailed Description

stochastic processes

Author

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