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