Package org.jquantlib.processes

Interface Summary

Interface	Description
StochasticProcess.Discretization	Discretization of a stochastic process over a given time interval
StochasticProcess1D.Discretization1D	Discretization of a stochastic process over a given time interval

Class Summary

Class	Description
BlackScholesMertonProcess	Merton (1973) extension to the Black-Scholes stochastic process
EulerDiscretization	Euler discretization for stochastic processes
ForwardMeasureProcess	Forward-measure stochastic process
ForwardMeasureProcess1D	Forward-measure 1-D stochastic process
GeneralizedBlackScholesProcess	Generalized Black-Scholes stochastic process
GeometricBrownianMotionProcess	Geometric brownian-motion process
HestonProcess
HullWhiteForwardProcess	Forward Hull-White stochastic process
HullWhiteProcess	Hull-White stochastic processes
LfmCovarianceParameterization
LiborForwardModelProcess	Libor-forward-model process
Merton76Process	Merton-76 jump diffusion process
OrnsteinUhlenbeckProcess	Ornstein-Uhlenbeck process class
StochasticProcess	Multi-dimensional stochastic process class.
StochasticProcess1D	1-dimensional stochastic process