ql/experimental/processes/extendedornsteinuhlenbeckprocess.hpp File Reference

extended Ornstein-Uhlenbeck process More...

#include <ql/stochasticprocess.hpp>
#include <boost/function.hpp>
Include dependency graph for extendedornsteinuhlenbeckprocess.hpp:

Classes

class  ExtendedOrnsteinUhlenbeckProcess
 Extended Ornstein-Uhlenbeck process class. More...

Detailed Description

extended Ornstein-Uhlenbeck process