BlackScholesProcess Class Reference#include <ql/stochasticprocess.hpp>
Inheritance diagram for BlackScholesProcess:
[legend]List of all members.
Detailed Description
Black-Scholes stochastic process.
This class describes the stochastic process governed by
Member Function Documentation
void update |
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This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
Reimplemented from StochasticProcess. |
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