merton76process.hpp File Reference

Merton-76 process. More...

#include <ql/processes/blackscholesprocess.hpp>
#include <ql/processes/eulerdiscretization.hpp>

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Classes
class	Merton76Process
	Merton-76 jump-diffusion process. More...

Namespaces
namespace	QuantLib

Detailed Description

Merton-76 process.

Definition in file merton76process.hpp.