levyflightdistribution.hpp File Reference

Levy Flight, aka Pareto Type I, distribution. More...

#include <ql/types.hpp>
#include <ql/errors.hpp>
#include <random>

Go to the source code of this file.

Classes
class	LevyFlightDistribution
	Levy Flight distribution. More...
class	LevyFlightDistribution::param_type

Namespaces
namespace	QuantLib

Detailed Description

Levy Flight, aka Pareto Type I, distribution.

Definition in file levyflightdistribution.hpp.