QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
StochasticProcess1D::discretization Member List

This is the complete list of members for StochasticProcess1D::discretization, including all inherited members.

diffusion(const StochasticProcess1D &, Time t0, Real x0, Time dt) const =0 (defined in StochasticProcess1D::discretization)StochasticProcess1D::discretizationpure virtual
drift(const StochasticProcess1D &, Time t0, Real x0, Time dt) const =0 (defined in StochasticProcess1D::discretization)StochasticProcess1D::discretizationpure virtual
variance(const StochasticProcess1D &, Time t0, Real x0, Time dt) const =0 (defined in StochasticProcess1D::discretization)StochasticProcess1D::discretizationpure virtual
~discretization() (defined in StochasticProcess1D::discretization)StochasticProcess1D::discretizationvirtual