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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Euler end-point discretization for stochastic processes. More...
#include <ql/stochasticprocess.hpp>Go to the source code of this file.
Classes | |
| class | EndEulerDiscretization |
| Euler end-point discretization for stochastic processes. More... | |
Namespaces | |
| namespace | QuantLib |
Euler end-point discretization for stochastic processes.
Definition in file endeulerdiscretization.hpp.