variancegammaprocess.hpp File Reference

Variance Gamma stochastic process. More...

#include <ql/stochasticprocess.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/quote.hpp>

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Classes
class	VarianceGammaProcess
	Variance gamma process. More...

Namespaces
namespace	QuantLib

Detailed Description

Variance Gamma stochastic process.

Definition in file variancegammaprocess.hpp.