gemanroncoroniprocess.hpp File Reference

Geman-Roncoroni process. More...

#include <ql/stochasticprocess.hpp>
#include <ql/math/randomnumbers/rngtraits.hpp>

Go to the source code of this file.

Classes
class	GemanRoncoroniProcess
	Geman-Roncoroni process class. More...

Namespaces
namespace	QuantLib

Detailed Description

Geman-Roncoroni process.

Definition in file gemanroncoroniprocess.hpp.