- QuantLib
- StochasticProcess1D
- discretization
diffusion(const StochasticProcess1D &, Time t0, Real x0, Time dt) const =0 (defined in StochasticProcess1D::discretization) | StochasticProcess1D::discretization | [pure virtual] |
drift(const StochasticProcess1D &, Time t0, Real x0, Time dt) const =0 (defined in StochasticProcess1D::discretization) | StochasticProcess1D::discretization | [pure virtual] |
variance(const StochasticProcess1D &, Time t0, Real x0, Time dt) const =0 (defined in StochasticProcess1D::discretization) | StochasticProcess1D::discretization | [pure virtual] |
~discretization() (defined in StochasticProcess1D::discretization) | StochasticProcess1D::discretization | [virtual] |