QuantLib 0.3.11 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

StochasticProcess1D::discretization Class Reference #include <ql/stochasticprocess.hpp> Inheritance diagram for StochasticProcess1D::discretization: [legend]List of all members. Detailed Description discretization of a 1-D stochastic process Public Member Functions virtual Real  drift (const StochasticProcess1D &, Time t0, Real x0, Time dt) const =0 virtual Real  diffusion (const StochasticProcess1D &, Time t0, Real x0, Time dt) const =0 virtual Real  variance (const StochasticProcess1D &, Time t0, Real x0, Time dt) const =0

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