extendedornsteinuhlenbeckprocess.cpp File Reference

#include <ql/experimental/processes/extendedornsteinuhlenbeckprocess.hpp>
#include <ql/math/integrals/gausslobattointegral.hpp>
#include <ql/processes/ornsteinuhlenbeckprocess.hpp>
#include <utility>

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Namespaces
namespace	QuantLib

Variable Documentation

b

std::function<Real (Real)> b

private

Examples

EquityOption.cpp, and FittedBondCurve.cpp.

Definition at line 30 of file extendedornsteinuhlenbeckprocess.cpp.

speed

Real speed

private

Definition at line 31 of file extendedornsteinuhlenbeckprocess.cpp.