1
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
4
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
5
<meta name="robots" content="none">
6
<title>ql/experimental/processes/extouwithjumpsprocess.hpp File Reference</title>
7
<link rel="stylesheet" href="quantlib.css" type="text/css">
8
<link rel="stylesheet" href="print.css" type="text/css" media="print">
9
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
10
<link rel="icon" href="favicon.ico" type="image/x-icon">
16
<img class="titleimage"
17
src="QL-title.jpg" width="185" height="50" border="0"
20
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
24
<h3 class="navbartitle">Version 1.2</h3>
28
<h3 class="navbartitle">Getting started</h3>
29
<ul class="navbarlist">
30
<li class="navlink"><a href="index.html">Introduction</a></li>
31
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
32
<li class="navlink"><a href="install.html">Installation</a></li>
33
<li class="navlink"><a href="config.html">Configuration</a></li>
34
<li class="navlink"><a href="usage.html">Usage</a></li>
35
<li class="navlink"><a href="history.html">Version history</a></li>
36
<li class="navlink"><a href="resources.html">Additional resources</a></li>
37
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
38
<li class="navlink"><a href="license.html">Copyright and license</a></li>
43
<h3 class="navbartitle">Reference manual</h3>
44
<ul class="navbarlist">
45
<li class="navlink"><a href="modules.html">Modules</a></li>
46
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
47
<li class="navlink"><a href="annotated.html">Compound List</a></li>
48
<li class="navlink"><a href="files.html">File List</a></li>
49
<li class="navlink"><a href="functions.html">Compound Members</a></li>
50
<li class="navlink"><a href="globals.html">File Members</a></li>
51
<li class="navlink"><a href="todo.html">Todo List</a></li>
52
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
53
<li class="navlink"><a href="caveats.html">Caveats</a></li>
54
<li class="navlink"><a href="test.html">Test Suite</a></li>
55
<li class="navlink"><a href="examples.html">Examples</a></li>
60
<!--Doxygen-generated content-->
62
<!-- Generated by Doxygen 1.7.6.1 -->
66
<a href="#nested-classes">Classes</a> </div>
67
<div class="headertitle">
68
<div class="title">ql/experimental/processes/extouwithjumpsprocess.hpp File Reference</div> </div>
70
<div class="contents">
72
<p>Ornstein Uhlenbeck process plus exp jumps (Kluge Model)
73
<a href="#details">More...</a></p>
74
<div class="textblock"><code>#include <<a class="el" href="stochasticprocess_8hpp.html">ql/stochasticprocess.hpp</a>></code><br/>
75
<code>#include <<a class="el" href="normaldistribution_8hpp.html">ql/math/distributions/normaldistribution.hpp</a>></code><br/>
76
</div><div class="textblock"><div class="dynheader">
77
Include dependency graph for extouwithjumpsprocess.hpp:</div>
78
<div class="dyncontent">
79
<div class="center"><img src="extouwithjumpsprocess_8hpp__incl.png" border="0" usemap="#ql_2experimental_2processes_2extouwithjumpsprocess_8hpp" alt=""/></div>
80
<map name="ql_2experimental_2processes_2extouwithjumpsprocess_8hpp" id="ql_2experimental_2processes_2extouwithjumpsprocess_8hpp">
81
<area shape="rect" id="node3" href="stochasticprocess_8hpp.html" title="stochastic processes" alt="" coords="5,86,171,117"/><area shape="rect" id="node5" href="normaldistribution_8hpp.html" title="normal, cumulative and inverse cumulative distributions" alt="" coords="195,86,464,117"/></map>
83
</div><table class="memberdecls">
84
<tr><td colspan="2"><h2><a name="nested-classes"></a>
85
Classes</h2></td></tr>
86
<tr><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_ext_o_u_with_jumps_process.html">ExtOUWithJumpsProcess</a></td></tr>
88
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
89
<div class="textblock"><p>Ornstein Uhlenbeck process plus exp jumps (Kluge Model) </p>
90
</div></div><!-- contents -->
95
<div class="endmatter">
96
Documentation generated by
97
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1